Question: please answer question 6 Question 6 Given r1,2 -100% E(S1) 4% E(S2) 6% The weight of security 1 to give the minimum portfolio variance 1.0.1

please answer question 6

please answer question 6 Question 6 Given r1,2 -100% E(S1) 4% E(S2)

6% The weight of security 1 to give the minimum portfolio variance

Question 6 Given r1,2 -100% E(S1) 4% E(S2) 6% The weight of security 1 to give the minimum portfolio variance 1.0.1 2 4 3. 6 4..90 5.1 Question 1 As an investor you are evaluating the following two assets Asset 1 asset 2 Expected return (E(Ri) 0.08 0.1 Expected standard deviation [E(Si)] 0.04 0.06 Weight (Wi 0.75 0.25 Coefficient of correlation (r1 2) -0.2 For the two stock portfolio, calculate expected return standard deviation

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