Question: Find the minimum variance portfolio. What is Wa (proportion in Fund A)? Round to the first digit and enter your answer in x.x form.

Find the minimum variance portfolio. What is Wa (proportion in Fund A)?

Find the minimum variance portfolio. What is Wa (proportion in Fund A)? Round to the first digit and enter your answer in x.x form. Enter your answer here Q3.2 1 Point What is the expected return of the minimum variance portfolio? Round to the second digit and enter your answer in x.xx form. Enter your answer here Q3.3 1 Point What is the standard deviation of the minimum variance portfolio? Round to the second digit and enter your answer in x.xx form. Enter your answer here Expected Return Standard Deviation Fund A 10 15 Fund B 15 20 Correlation between Fund A and Fund B returns is 0.3.

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