7. Two shares, P and Q, have the following expected returns, standard deviation and correlation: Elr,) =
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7. Two shares, P and Q, have the following expected returns, standard deviation and correlation: Elr,) = 18% Elr) -15% = 23% %= 19% Cor = 0
(a) Determine the minimum risk combination for a portfolio of P and Q.
(b) If the correlation of returns of P and Q is -1.0, then what is the minimum risk portfolio of P and Q?
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