Question: Use for the following information for Question 16 to Question 24 You have been given the following information regarding 3 securities, the market index

Use for the following information for Question 16 to Question 24 You

Use for the following information for Question 16 to Question 24 You have been given the following information regarding 3 securities, the market index and term government security. Variance-Covariance Matrix Expected Return R S W RM RF Rio Tinto (R) 0.11 0.0121 Santos (S) 0.12 0.0064 0.0144 Wesfarmer (W) 0.15 0.0137 0.0080 0.0169 All Ordinaries (RM) 0.13 0.0121 0.0065 0.0097 0.0081 90-day Treasury Notes (RF) 0.08 0 0 0 0 0

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