Question: answer please? 1 A portfolio manager is considering two stocks with the following data to construct a minimum variance portfolio Expected return Standard deviation Stock

answer please?

answer please? 1 A portfolio manager is considering two stocks with the

1 A portfolio manager is considering two stocks with the following data to construct a minimum variance portfolio Expected return Standard deviation Stock X 5% 12% Stock Y 7% 16% The correlation between the stock returns is 0.2 a) Construct a minimum variance portfolio from these two stocks (20pts) b) Calculate the expected return of the portfolio (10pts) c) Calculate the standard deviation of the portfolio (15pts)

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