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Can someone please help me? Expected Return 208 12 Standard Deviation 308 15 Stock fund (S) Bond fund (B) The correlation between the fund returns
Can someone please help me?
Expected Return 208 12 Standard Deviation 308 15 Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.10. a-1. What are the investment proportions in the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Portfolio invested in the stock Portfolio invested in the bond a-2. What is the expected value and standard deviation of the minimum-variance portfolio rate of return? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Expected return Standard deviationStep by Step Solution
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