This information is for all questions: You are trying to make the least-risky portfolio possible from...

 

 

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This information is for all questions: You are trying to make the least-risky portfolio possible from this set of ETFs. Risk is being measured by Standard Deviation of returns (sigma). ETF mu sigma A 10% 25% B 9% 15% Correlation Coefficient (rho), A to B: -50% This information is for all questions: You are trying to make the least-risky portfolio possible from this set of ETFs. Risk is being measured by Standard Deviation of returns (sigma). ETF mu sigma A 10% 25% B 9% 15% Correlation Coefficient (rho), A to B: -50%