Question: A B Mean return 1 2 Stock 1 3 Stock 2 4 Covariance(r1,12) Standard deviation of return 35% 50% 12% 18% 0.08350 8 In the
A B Mean return 1 2 Stock 1 3 Stock 2 4 Covariance(r1,12) Standard deviation of return 35% 50% 12% 18% 0.08350 8 In the previous problem find two portfolios whose standard deviation is 45%. (There is an analytical solution to this problem, but it can also be solved by Solver.)
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