Question: The return statistics for two stocks are given below: A B Stock B 0.086 2 Expected return 3 Variance 4 Standard deviation 5 Covariance Stock

The return statistics for two stocks are given below: A B

The return statistics for two stocks are given below: A B Stock B 0.086 2 Expected return 3 Variance 4 Standard deviation 5 Covariance Stock A 0.058 0.0256 0.16 0.0529 0.23 0.01104 Attempt 1/30 for 10 pts. Part 1 What is the fraction of stock A in the minimum variance portfolio? 2+ decimals Submit Part 2 Attempt 1/30 for 10 pts. What is the standard deviation of the minimum variance portfolio? 3+ decimals Submit Part 3 Attempt 1/30 for 10 pts. What is the expected return of the minimum variance portfolio? 3+ decimals Submit

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