Determine the risk-minimising portfolios for the following two-asset portfolios: (i) ERA = 8,; ERB = 10%; sA
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Determine the risk-minimising portfolios for the following two-asset portfolios:
(i) ERA = 8,; ERB = 10%; sA = 3%; sB = 7%; rAB = -0.6
(ii) ERA = 20%; ERB = 12%; sA = 12%; sB = 6%; rAB = -0.5
(iii) ERA = 11%; ERB = 5%; sA = 15%; sB = 1%; rAB = 0
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