Question: please answer question 7 Question 7 Given 4% 11,2 100% E(S1) E(S2) 6% The weight of security 2 to give the minimum portfolio variance 1.0.0

please answer question 7

please answer question 7 Question 7 Given 4% 11,2 100% E(S1) E(S2)

6% The weight of security 2 to give the minimum portfolio variance

Question 7 Given 4% 11,2 100% E(S1) E(S2) 6% The weight of security 2 to give the minimum portfolio variance 1.0.0 2.17 0 3.1 4.90 5.1.1 Question 1 As an investor you are evaluating the following two assets Asset 1 asset 2 Expected return (E(R)] 0.08 0.1 Expected standard deviation (E(S)] 0.04 0.06 Weight (W) 0.75 0.25 Coefficient of correlation (11.2) -0.2 For the two stock portfolio, calculate expected return standard deviation

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