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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Intermediate Accounting
Authors: Donald E. Kieso, Jerry J. Weygandt, Terry D. Warfield.
9th Canadian Edition, Volume 2
978-0470161012
