What will be the weights, the expected return, the variance, and the standard deviation of a minimum

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What will be the weights, the expected return, the variance, and the standard deviation of a minimum variance portfolio combining the stocks below, using the mathematical way:

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Principles Of Finance With Excel

ISBN: 9780199755479

2nd Edition

Authors: Simon Benninga

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Question Posted: Jun 10, 2024 02:02 AM

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What will be the weights, the expected return, the variance, and the standard deviation of a minimum

Question:

A B C 1 Return statistics of X and Y stock 2 3 Average return 4 Variance 5 Sigma 6 7 covariance of return 8 correlation of return X Y 21.00% 14.00% 0.11 0.045 33.17% 21.21% -0.002 -0.028 D

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Principles Of Finance With Excel

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