Question
What will be the weights, the expected return, the variance, and the standard deviation of the minimum variance portfolio combining the stocks below. Stock X
What will be the weights, the expected return, the variance, and the standard deviation of the minimum variance portfolio combining the stocks below.
| Stock X | Stock Y | |
| Mean Return | 22.0% | 14.00% |
| Variance | .12 | .065 |
| Sigma | ? | ? |
| Covariance of returns | .03 |
Please show on excel to get these numbers. Thank you.
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Financial Sector Reform And Privatization In Transition Economies
Authors: John Doukas, Victor Murinde, Clas Wihlborg
1st Edition
044482653X, 9780444826534
