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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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