Answered step by step
Verified Expert Solution
Link Copied!
Question
1 Approved Answer

table [ [ , Retum,SD ] , [ A , 0 . 0 8 , 0 . 1 2 ] , [ E ,

\table[[,Retum,SD],[A,0.08,0.12],[E,0.18,0.15],[cov,1.00045,],[,3,],[,0.02,]]
this is a minimum variance question
what is the weight of stock A
0.6799
what is the weight of stack b
0.3201
what is the retum of the portfolig
a.112
what is the risk of the portfolio
0.0124
if you want to add risk free to your investment what would be the weight of risk tree
1.431+1
what is the retum of the pomplete minimum variance portioliae
3.1252
42
what is the ufility function of the risky portfolig
0.0934
image text in transcribed

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image
Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image_2

Step: 3

blur-text-image_3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Capital Markets Institutions Instruments And Risk Management

Authors: Frank J. Fabozzi

5th Edition

0262029480, 9780262029483

More Books

Students explore these related Finance questions

Question

What is the key capability of the web?

Answered: 3 weeks ago

Question

=+d. Purchaser: buys the item.

Answered: 3 weeks ago