delete this already solved this

Question 2 Consider this problem from last week's LRP. Consider two stocks with returns modeled as independent random exponential variables with X = 1, y = 2. An exponential distribution has the probability density function f(x) = de- , > 0 Now consider solving the portfolio variance minimization class, as was done in class. What is th systemic risk of the portfolio that is formed? Please input your number as a decimal, i.e. 90% = 9. Hint: Consider consulting PS1 for some helpful facts about this distribution 1 pts Question 3 Which of the following is (generally) false? Ple B) - 1 O Precision and forecast accuracy generally differ O G c Question 2 Consider this problem from last week's LRP. Consider two stocks with returns modeled as independent random exponential variables with X = 1, y = 2. An exponential distribution has the probability density function f(x) = de- , > 0 Now consider solving the portfolio variance minimization class, as was done in class. What is th systemic risk of the portfolio that is formed? Please input your number as a decimal, i.e. 90% = 9. Hint: Consider consulting PS1 for some helpful facts about this distribution 1 pts Question 3 Which of the following is (generally) false? Ple B) - 1 O Precision and forecast accuracy generally differ O G c