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you have to calculate the data for the companies D Question 7 10 p What are the weights on IBM and Verizon Communication in the
you have to calculate the data for the companies
D Question 7 10 p What are the weights on IBM and Verizon Communication in the minimum variance portfolio? o Weight on IBM - 0.84, weight on Verizon Communication-0.16 Weight on IBM = 0.28, weight on Verizon Communication = 0.72 Weight on IBM - 0.5, weight on Verizon Communication = 0.5 Weight on IBM = 0.72 weight on Verizon Communication = 0.28 Weight on IBM -0.16, weight on Verizon Communication = 0.84 Question 8 10 p What is the expected return and standard deviation of the minimum variance portfolio? Expected return = 0.397% and Standard deviation - 7.121 % Expected return = 0.502 % and Standard deviation - 5.948% Expected return = 0.659% and Standard deviation 4.654% Expected return = 0.920% and Standard deviation = 4.8530% Expected return = 0.774% and Standard deviation = 4.322% D Question 7 10 p What are the weights on IBM and Verizon Communication in the minimum variance portfolio? o Weight on IBM - 0.84, weight on Verizon Communication-0.16 Weight on IBM = 0.28, weight on Verizon Communication = 0.72 Weight on IBM - 0.5, weight on Verizon Communication = 0.5 Weight on IBM = 0.72 weight on Verizon Communication = 0.28 Weight on IBM -0.16, weight on Verizon Communication = 0.84 Question 8 10 p What is the expected return and standard deviation of the minimum variance portfolio? Expected return = 0.397% and Standard deviation - 7.121 % Expected return = 0.502 % and Standard deviation - 5.948% Expected return = 0.659% and Standard deviation 4.654% Expected return = 0.920% and Standard deviation = 4.8530% Expected return = 0.774% and Standard deviation = 4.322% Step by Step Solution
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