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Expected Return Standard Deviation Fund A .10 15 Fund B .15 20 Correlation between Fund A and Fund B returns is 0.3. Q3.1 1 Point
Expected Return Standard Deviation Fund A .10 15 Fund B .15 20 Correlation between Fund A and Fund B returns is 0.3. Q3.1 1 Point Find the minimum variance portfolio. What is w. (proportion in Fund A)? Round to the first digit and enter your answer in xx form. Enter your answer here Q3.2 1 Point What is the expected return of the minimum variance portfolio? Round to the second digit and enter your answer in x.xx form. Enter your answer here Q3.3 1 Point What is the standard deviation of the minimum variance portfolio? Round to the second digit and enter your answer in x.xx form. Enter your answer here
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