Question: Refer to Exercise 7.92. a. Compute the expected value and variance of the portfolio described next. BNS: 44.0%, CNR: 27.5%, CTC.A: 21.9%, MG: 6.6% b.

Refer to Exercise 7.92.
a. Compute the expected value and variance of the portfolio described next. BNS: 44.0%, CNR: 27.5%, CTC.A: 21.9%, MG: 6.6%
b. Can you do better? That is, can you find a portfolio whose expected value is greater than or equal to 1% and whose variance is less than the one you calculated in part (a)?

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