b. Use Equation 24-3 to calculate the value of wA that results in the minimum risk portfolio,

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b. Use Equation 24-3 to calculate the value of wA that results in the minimum risk portfolio, assuming ρAB = -0.5 for parts b and c.

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Financial Management Theory And Practice

ISBN: 9781439078105

13th Edition

Authors: Eugene F. Brigham, Michael C. Ehrhardt

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