Question: Consider the Excel template for the two-asset efficient frontier as provided in the announcement for the quiz. Set the mean return for the SP500 to
Consider the Excel template for the two-asset efficient frontier as provided in the announcement for the quiz. Set the mean return for the SP500 to be 10% with 20% standard deviation (green box) Set the mean return for the TBond to be 5% with 10% standard deviation (green box) Set the correlation between the SP500 and the TBond to be 10% (green box) Set the target portfolio return to be 10% in expectation (yellow box) Find the minimum standard deviation using Excel's solver (blue box). What is it? O About 14.48% About 20.77% About 18.37% About 13.45% Consider the Excel template for the two-asset efficient frontier as provided in the announcement for the quiz. Set the mean return for the SP500 to be 10% with 20% standard deviation (green box) Set the mean return for the TBond to be 5% with 10% standard deviation (green box) Set the correlation between the SP500 and the TBond to be 10% (green box) Set the target portfolio return to be 10% in expectation (yellow box) Find the minimum standard deviation using Excel's solver (blue box). What is it? O About 14.48% About 20.77% About 18.37% About 13.45%
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