Incorrect Question 8 0/1 pts The expected returns of three risky securities A, B, and C...
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Incorrect Question 8 0/1 pts The expected returns of three risky securities A, B, and C are 0.02, 0.06, and 0.05 respectively. The riskfree rate is 0.01. The variance-covariance matrix of the three securities is: A B C A 0.01 B C 0.006 0.0045 0.006 0.09 0.009 0.0045 0.009 0.0225 What is the lowest possible standard deviation for portfolios consisting of only the three risky securities A, B, and C? To answer this question you may use EXCEL. You may make use of the Solver set-up in the demo spreadsheet file "OptimizationinExcel.xlsm" available on ICON and change the inputs. 0.055 0.068 0.093 0.112 Incorrect Question 8 0/1 pts The expected returns of three risky securities A, B, and C are 0.02, 0.06, and 0.05 respectively. The riskfree rate is 0.01. The variance-covariance matrix of the three securities is: A B C A 0.01 B C 0.006 0.0045 0.006 0.09 0.009 0.0045 0.009 0.0225 What is the lowest possible standard deviation for portfolios consisting of only the three risky securities A, B, and C? To answer this question you may use EXCEL. You may make use of the Solver set-up in the demo spreadsheet file "OptimizationinExcel.xlsm" available on ICON and change the inputs. 0.055 0.068 0.093 0.112
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