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Question 1. 2.5 marks Using the data given below; (i) Calculate the covariance of securities A and B (3 marks) (ii) Calculate the composition of

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Question 1. 2.5 marks Using the data given below; (i) Calculate the covariance of securities A and B (3 marks) (ii) Calculate the composition of the minimum variance portfolio comprised of Securifies A and B, (10 marka) (iii) Calculate the variance of the minimum variance portfolio (8 mark) (iv) Calculate the expected retum of the minimum variance portfolio (4 marks)

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