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Return SD A - 0 . 0 4 0 . 2 5 B 0 . 1 5 0 . 2 6 COV 0 . 0
Return SD A B COV A Rf this is a minimum variance question what is the weight of stock A what is the weight of stock b what is the return of the portfolio what is the risk of the portfolio if you want to add risk free to your investment what would be the weight of risk free what is the return of the complete minimum variance portfolio? what is the utility function of the risky portfolio
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