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Consider the following data. What is the variance of the Global Minimum Variance Portfolio that you can create using the three securities ? ( Use

Consider the following data. What is the variance of the Global Minimum Variance Portfolio that you can create using the three securities

? (

Use two decimal places, in percentage without the percentage sign.

)

Expected return Standard Deviation

-

bills

3 % 0 %

9 % 20 %

5 % 10 %

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