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Investment opportunity set of stock bonds and treasury bills. Find the minimum variance portfolio for the below characteristics. (Expected returns on the portfolio and the
Investment opportunity set of stock bonds and treasury bills. Find the minimum variance portfolio for the below characteristics. (Expected returns on the portfolio and the minimum variance of the portfolio) Er (stoks) 10% Er (bonds) 5% Standard deviation for stocks (18) Standard deviation for bonds (7) Correlation coefficient =0,3
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