Question: Using the following data: Scenario Probability return K1 return K2 1 0.2 10% 5% 2 0.4 0% 30% 3 0.4 20% 5% compute the weights

Using the following data: Scenario Probability return K1 return K2 1 0.2 10% 5% 2 0.4 0% 30% 3 0.4 20% 5% compute the weights in the portfolio with minimum risk. What are the expected return and risk of this minimum risk portfolio?

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