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E[ri] 0(ri) ANZ 8% 20% BHP 16% 30% Risk-free bonds 5% a ANZ and BHP have a correlation of 0.2 Compute the weights of the

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E[ri] 0(ri) ANZ 8% 20% BHP 16% 30% Risk-free bonds 5% a ANZ and BHP have a correlation of 0.2 Compute the weights of the minimum variance portfolio 0.736; 0.264 O 0.671;0.264 o 0.231:0.671 0.202:0.111

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