Question: ASSIGNMENT 12 BA 301 5 pts GROUP WORK 1. Construct the portfolio Mean Variance Frontier with the following data: A verage Return of A =

ASSIGNMENT 12 BA 301 5 pts GROUP WORK 1. Construct the portfolio Mean Variance Frontier with the following data: A verage Return of A = 0.18 Standard Deviation = 0.06 ! Average Return of B -0.09 Standard Deviation = 0.04 Correlation coefficient 0.025 Risk free rate = 0.04 2. Pass a tangent line from the Risk free point (0.04) which will be tangent to the frontier

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