[Solved] ANZ and BHP have a correlation of 0.2 1)

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ANZ and BHP have a correlation of 0.2 1) What is the slope of the Capital Allocation Line passing through the Tangency Portfolio? 2) What

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ANZ and BHP have a correlation of 0.2

1) What is the slope of the Capital Allocation Line passing through the Tangency Portfolio?

2) What is the slope of the Capital Allocation Line passing through the Minimum Variance Portfolio?

E[ri] ori) ANZ 8% 20% BHP 16% 30% Risk-free bonds 5%

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