Question: Consider the following four risky assets: table [ [ Country ETF, table [ [ Expected ] , [ Returns ] ] ,
Consider the following four risky assets:
tableCountry ETF,tableExpectedReturnstableStandardDeviationCorrelations,Australia,Austria,Belgium,CanadaAustraliaAustralia,AustriaAustria,BelgiumBelgium,CanadaCanada,Riskfree Asset,
Note the following:
An investor is looking for a portfolio with an expected return of What weight should she assign to "Canada" to achieve a portfolio with the lowest variance possible, and an expected return of exactly Use only the assets, not the riskfree asset.
Answer in decimal format, rounded to decimal places. For example, if your answer is enter If your answer is enter
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