Question: Someone please please please please please please please please please solve it! Q.5. Shares in G and F are perfectly positively correlated. The following information

Someone please please please please please please please please please solve it!

Someone please please please please please please please please please solve it!

Q.5. Shares in G and F are perfectly positively correlated. The following information is available: RO G|1116 F21111 (a) Calculate the expected return from a portfolio consisting of 65 percent of G and 35 percent of F. (1 mark) (b) Can you achieve a zero risk if you have these shares in in your portfolio? What will be the minimum standard deviation achieved if you have these shares in your portfolio (0.5+1.5 marks)

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