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ANZ and BHP have a correlation of 0.2 Compute the weights of the minimum variance portfolio. What is the slope of the Capital Allocation Line

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ANZ and BHP have a correlation of 0.2

Compute the weights of the minimum variance portfolio.

What is the slope of the Capital Allocation Line passing through the Tangency Portfolio? Show your calculations.

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

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