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The following data are available for Tata and Birla Tata Birla Standard deviation 20% 60% Expected return 10% 30% Correlation coefficient -0.2 Find out the

The following data are available for Tata and Birla

Tata

Birla

Standard deviation

20%

60%

Expected return

10%

30%

Correlation coefficient

-0.2

Find out the minimum variance portfolio weight for Tata and Birla.

Also find out the expected return and risk of that portfolio

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