Question: Expected return for A 10.7% Standard deviation for A 16.2% Exp return for B 8.1% standard deviation for B 12.1% assuming risk free rate is
Expected return for A 10.7% Standard deviation for A 16.2%
Exp return for B 8.1% standard deviation for B 12.1%
assuming risk free rate is 2.59% and the correlation for returns between funds A&B is .29 calculate the weight of fund a minimum variance two risky asset portfolio comprised of A&B
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