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The annual estimates of the parameters for Boeing (B) and Microsoft (M) stocks are given below: mu_B = 0.1492, mu_M = 0.3308, sigma_B^2 = 0.0695,

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The annual estimates of the parameters for Boeing (B) and Microsoft (M) stocks are given below: mu_B = 0.1492, mu_M = 0.3308, sigma_B^2 = 0.0695, sigma_M^2 = 0.1369, rho_BM = -0.0083 Assume a risk-free rate of 3% per year for the T-bill (risk free rate) (a) Compute Sharpe ratio for Boeing and Microsoft. Which asset has the highest slope value? (b) Compute the minimum variance portfolio among all the portfolios that mix the two stocks (specify the portion invested in each stock) (c) Find the Sharpe ratio of the minimum variance portfolio in the previous

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