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MSFT has an expected return E(x) of 0.12 and a standard deviation sigma of 0.22 WMT has an expected return E(x) of 0.19 and a
MSFT has an expected return E(x) of 0.12 and a standard deviation sigma of 0.22 WMT has an expected return E(x) of 0.19 and a standard deviation sigma of 0.15 The correlation between MSFT and WMT is 0.31 Compute the weight of MSFT that forms the minimum variance portfolio
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Cost Accounting
Authors: Edward B. Deakin, Michael Maher
3rd Edition
0256069190, 978-0256069198
