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Refer to the following data: ACC BDD Mean weekly returns 0.52 0.08 Standard deviation 6.98 3.78 If the correlation coefficient = 0.37 and covariance =

Refer to the following data:

ACC

BDD

Mean weekly returns

0.52

0.08

Standard deviation

6.98

3.78

If the correlation coefficient = 0.37 and covariance = 8.30. Calculate portfolio return and standard deviation for various compositions (multiples of 10) and plot a graph. Identify the minimum risk portfolio and explain your choice.

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