Question: Suppose that the variance of a portfolio is a function of w: Var(Rp) = 100(1-w)2+200w2. What is the value of w that minimizes the variance?

Suppose that the variance of a portfolio is a function of

Suppose that the variance of a portfolio is a function of w: Var(Rp) = 100(1-w)2+200w2. What is the value of w that minimizes the variance? Ow=1/4 Ow=1/6 Ow=1/5 Ow=1/3

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