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Consider the following four risky assets: table [ [ Country ETF, table [ [ Expected ] , [ Returns ] ] ,
Consider the following four risky assets:
tableCountry ETF,tableExpectedReturnstableStandardDeviationCorrelations,Australia,Austria,Belgium,CanadaAustraliaAustralia,AustriaAustria,BelgiumBelgium,CanadaCanada,Riskfree Asset,
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An investor is looking for a portfolio with an expected return of What weight should she assign to "Austria" to achieve a portfolio with the lowest variance possible, and an expected return of exactly Use only the assets, not the riskfree asset.
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