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There are two assets with the following end - of - period distribution of returns: a ) In what proportion would you invest in the
There are two assets with the following endofperiod distribution of returns: a In what proportion would you invest in the two securities in order to minimize the variance of the portfolio? b What is the coefficient of correlation between the two securities c Given the correlation coefficient, of what magnitude is the minimum variance expected to be
There are two assets with the following endofperiod distribution of returns:
a In what proportion would you invest in the two securities in order to minimize the variance of the portfolio?
b What is the coefficient of correlation between the two securities
c Given the correlation coefficient, of what magnitude is the minimum variance expected to be
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