Question: Question 1 (8 points) Saved The following tables shows data relating two companies, X and Y. Company Expected return (%) Variance (%) X 20 2.25

Question 1 (8 points) Saved

The following tables shows data relating two companies, X and Y.

Company

Expected return (%)

Variance (%)

X

20

2.25

Y

15

1

The correlation between Share X and Y is negative 30%.

Using the information in the above table answer the following questions:

  1. Calculate weights for the minimum variance portfolio .

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