Expected Return and risk of Hitech Ltd. is 13% and variance 225 % square and Expected Return and risk of Sigma Ltd is 18

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answerhappygod
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Expected Return and risk of Hitech Ltd. is 13% and variance 225 % square and Expected Return and risk of Sigma Ltd is 18

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Expected Return and risk of Hitech Ltd. is 13% and variance 225
% square and Expected Return and risk of Sigma Ltd is 18 % and 400
% Square, the Correlation Coefficient between the two is 0.2. Find
the minimum variance portfolio. Also find the return and risk of
the minimum variance portfolio. Clearly show the diversification
benefit ? (15 MARKS)
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