4.19. Assume that the covariances between the returns of Nike, Cisco, and GE are given in the...
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4.19. Assume that the covariances between the returns of Nike, Cisco, and GE are given in the matrix below:
Nike Cisco GE Nike .001 0 .001 Cisco 0 .001 .003 GE .001 .003 .002 Compute the minimum variance portfolio of these three stocks.
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Financial Markets And Corporate Strategy
ISBN: 9780071157612
2nd Edition
Authors: Mark Grinblatt, Sheridan Titman
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