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Ciunne the fillowing information about Jet Fuel stock (FJ) and Airlines stock (AR) 1. Calculate the weights of the minimum variance portfolio P1 (1.5 marks)

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Ciunne the fillowing information about Jet Fuel stock (FJ) and Airlines stock (AR) 1. Calculate the weights of the minimum variance portfolio P1 (1.5 marks) 2. Calculate the correlation between FJ and AR, the return and the risk of P1 (1.5marks) 3. Calculate the return and the risk of the following portfolios (P2;P3;P4)(6 marks) 4. Which portfolio will be selected by a risk averse investor from all the four (P11P2; P3;P4 )

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