Question
Question 1 (8 points) Saved The following tables shows data relating two companies, X and Y. Company Expected return (%) Variance (%) X 20 2.25
Question 1 (8 points) Saved
The following tables shows data relating two companies, X and Y.
| Company | Expected return (%) | Variance (%) |
| X | 20 | 2.25 |
| Y | 15 | 1 |
The correlation between Share X and Y is negative 30%.
Using the information in the above table answer the following questions:
- Calculate weights for the minimum variance portfolio .
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The Dark Side Of Valuation
Authors: Aswath Damodaran
2nd Edition
0137126891, 9780137126897
