Question: safe return of ( 8 % ) . The characteristics of the risky funds are as follows: The correlation between the fund

safe return of

\ (8 \ % \) .

The characteristics of the risky funds are as follows: The correlation between the fund returns is

0.12 . 17 38

Required: a

- 1 .

What are the investment proportions in the minimum

-

variance portfolio of the two risky funds? a

- 2 .

What are the expected value and standard deviation of the minimum

-

variance portfolio rate of return? Complete this question by entering your answers in the tabs below. What are the investment proportions in the minimum

-

variance portfolio of the two risky funds?

$safe return of \ ( 8 \ % \ ) . The$

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