Question: Portfolio theory and Investment Using the data given below: (i) Calculate the covariance of securities A and B (3 marks) (ii) Calculate the composition of

Portfolio theory and Investment

Using the data given below: (i) Calculate the covariance of securities A and B (3 marks) (ii) Calculate the composition of the minimum variance portfolio comprised of Securities A and B. (10 marks) (iii) Calculate the variance of the minimum variance portfolio (8 marks) (iv) Calculate the expected return of the minimum variance portfolio (4 marks)

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