Question: Using the following data: Scenario Probability return K1 return K2 -10% 5% 0.2 30% 0% 0.4 w2 20% -5% 0.4 compute the weights in the

Using the following data: Scenario Probability return K1 return K2 -10%

Using the following data: Scenario Probability return K1 return K2 -10% 5% 0.2 30% 0% 0.4 w2 20% -5% 0.4 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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