Question: Expected return for A 14.2% Standard deviation for A 13.4% Exp return for B 10.3% standard deviation for B 9.9% assuming risk free rate is
Expected return for A 14.2% Standard deviation for A 13.4%
Exp return for B 10.3% standard deviation for B 9.9%
assuming risk free rate is 1.45% and the correlation for returns between funds A&B is .04 calculate the weight of fund a minimum variance two risky asset portfolio comprised of A&B
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