Expected Return and risk of Hitech Ltd. is 13% and variance 225 % square and Expected Return and risk of Sigma Ltd is 18
Posted: Thu Dec 23, 2021 8:28 am
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)
% 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)