Question: Show the math please Suppose that only the following set of securities are available in the market: If the portfolio with the minimum variance weights

Show the math please Suppose that only the following set of securities Show the math please

Suppose that only the following set of securities are available in the market: If the portfolio with the minimum variance weights are given by wA=0.8621 and wB=0.1379, what would its standard deviation be? 8.42% 9.29% 10.00% 9.67%

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