Question: How to solve this problem? Question 4 0 / 1 pts You have the following information: stock A stock B risk-free return 15% 22% 3%

How to solve this problem?

How to solve this problem? Question 4 0 / 1 pts You

Question 4 0 / 1 pts You have the following information: stock A stock B risk-free return 15% 22% 3% Var 40% 80% 0 COV 20% Compute the lowest variance portfolio of A and B. What is the weight of A in such portfolio? (use decimals and approximate to the nearest two decimals). -0.23 ers 0 (with margin: 0) 0.75 (with margin: 0.02) 0 (with margin: 0) 0 (with margin: 0)

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