Question: Asset A 459 -211 112 Asset B Weights:50% Expected return: 16% Variance-Covariance Matrix -211 312 Asset c 125 112 125 179 30% 14% 20%

Asset A 459 -211 112 Asset B Weights:50% Expected return: 16% Variance-Covariance

Asset A 459 -211 112 Asset B Weights:50% Expected return: 16% Variance-Covariance Matrix -211 312 Asset c 125 112 125 179 30% 14% 20% 10% Compute the expected return and volatility for the minimum variance portfolio that con- sists of all three securities.

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