Question
MSFT has an expected return E(x) of 0.11 and a standard deviation sigma of 0.25 WMT has an expected return E(x) of 0.2 and a
MSFT has an expected return E(x) of 0.11 and a standard deviation sigma of 0.25
WMT has an expected return E(x) of 0.2 and a standard deviation sigma of 0.18
The correlation between MSFT and WMT is 0.31
Compute the weight of MSFT that forms the minimum variance portfolio
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Personal Finance
Authors: E. Thomas Garman, Raymond Forgue
9th Edition
0618938737, 978-0618938735
