Question: S&P 500 Gold Average Annual Return 9.38% 7.40% Standard Deviation of Annual Returns 16.21% 23.42% Return Correlation(S&P,Gold) 1.10% Risk free is 4% The Minimum-Variance Portfolio:

S&P 500 Gold Average Annual Return

9.38% 7.40%

Standard Deviation of Annual Returns

16.21% 23.42%

Return Correlation(S&P,Gold) 1.10%

Risk free is 4%

  1. The Minimum-Variance Portfolio: What are the portfolio weights in the Minimum Variance Portfolio? What are the mean and standard deviation of the Minimum Variance Portfolio? What is its Sharpe Ratio?
  2. Please show me the calculation

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