Question: Question 5 MSFT has an expected return . of 0 . 1 3 and a standard deviation sigma of 0 . 1 6 WMT has

Question 5
MSFT has an expected return . of 0.13 and a standard deviation sigma of 0.16
WMT has an expected return E(x). of 0.13 and a standard deviation sigma of 0.29
The correlation between MSFT and WMT is 0.6
Compute the weight of MSFT that forms the minimum variance portfolio.
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Question 5 MSFT has an expected return . of 0.13 and

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