Question: Stock Expected return Std Dev X 15% 40% Y 7% 30% The risk free rate is 3 percent a) What is the minimum variance portfolio

Stock Expected return Std Dev
X 15% 40%
Y 7% 30%
The risk free rate is 3 percent
a) What is the minimum variance portfolio when the correlation coefficient is -.4?
b) What is the expected return of this portfolio?
c) What is the standard deviation of this portfolio?

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