Question: please answer the portfolio = two correlated assets question below TABLE 6.3 TWO CORRELATED CASES Asset A 10.0% 15% B 18.0% 30% 3. (Two correlated

please answer the portfolio = two correlated assets question below

TABLE 6.3 TWO CORRELATED CASES Asset A 10.0% 15% B 18.0% 30% 3. (Two correlated assets) The correlation p between assets A and B is .1, and other data are given in Table 6.3. [Note: p = CAB/(CAOB).] (a) Find the proportions a of A and (1 -a) of B that define a portfolio of A and B having minimum standard deviation. (b) What is the value of this minimum standard deviation? (c) What is the expected return of this portfolio

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