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Given r 1,2 100% E(S 1 ) 4% E(S 2 ) 6% The weight of security 1 to give the minimum portfolio variance 1. 0.0
Given | |
r1,2 | 100% |
E(S1) | 4% |
E(S2) | 6% |
The weight of security 1 to give the minimum portfolio variance |
1. | 0.0 | |
2. | .17 | |
3. | 1 | |
4. | .90 | |
5. | 1.1 |
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