Question: Hi can someone help with the below question please. Expected returns of bond and equity are 9% and 12% respectively and standard deviation of returns
Hi can someone help with the below question please.
Expected returns of bond and equity are 9% and 12% respectively and standard deviation of returns of bond and stock are 12% and 18% respectively. Correlation between the returns of bond and stock is 0.40. Compute expected return of the minimum variance portfolio constructed with bond and stock.
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