Question
Two stocks A and B have return and risk information: E(rA) = 8%, E(rB) = 10%; A = 12%, B = 15%; AB = 0.6.
Two stocks A and B have return and risk information: E(rA) = 8%, E(rB) = 10%; A = 12%, B = 15%; AB = 0.6. The two stocks are used to construct a minimum variance portfolio. Answer the following questions: 2.1. (0.75 pt) What is the weight of stock A of the minimum variance portfolio?
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Cases In Healthcare Finance
Authors: Louis C. Gapenski
3rd Edition
1567932444, 9781567932447
