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Calculate the expected return and its standard deviation of the minimum variance portfolio of VTI and VBMFX. Expected return Variance Correlation VTI VBMFX 4.804% 2.053%
Calculate the expected return and its standard deviation of the minimum variance portfolio of VTI and VBMFX.
Expected return Variance Correlation VTI VBMFX 4.804% 2.053% 0.01298 0.00062 -0.21156 Expected return Variance Correlation Std.Dev covariance weight VTI VBMFX 4.804% 2.053% 0.01298 0.00062 -0.21156 11.393% 2.490% -0.0006 50% 50% total 100% Exp.Ret Std.Dev Variance 3.4285% 5.5677% 0.3100%
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