Question: Question 1: Consider two assets with the following: 1 = 0.10, 1 = 0.40 1 = 0.03; 2 = 0 Calculate the weights of the

Question 1: Consider two assets with the following:

1 = 0.10, 1 = 0.40 1 = 0.03; 2 = 0

Calculate the weights of the portfolio, (w1, w2) such that the expected return, w = 16.

Calculate the variance of this portfolio.

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