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6. The parameters of the opportunity set are E(T))=8%, E(re)=13%, 0,=12%, 0 -20% and P(D,E)=0.25. (i)Calculate global minimum variarance if the portfolio consistes of D

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6. The parameters of the opportunity set are E(T))=8%, E(re)=13%, 0,=12%, 0 -20% and P(D,E)=0.25. (i)Calculate global minimum variarance if the portfolio consistes of D and E. and (ii) caluculate the expected return when the variance is at the global minimum

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