A market has two risky assets only. Their standard deviations of the return rate are (01,02) = (0.2,0.5) with a covarian

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A market has two risky assets only. Their standard deviations of the return rate are (01,02) = (0.2,0.5) with a covarian

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A Market Has Two Risky Assets Only Their Standard Deviations Of The Return Rate Are 01 02 0 2 0 5 With A Covarian 1
A Market Has Two Risky Assets Only Their Standard Deviations Of The Return Rate Are 01 02 0 2 0 5 With A Covarian 1 (44.53 KiB) Viewed 36 times
A market has two risky assets only. Their standard deviations of the return rate are (01,02) = (0.2,0.5) with a covariance 012 = -0.05. (a) Determine the minimum-variance portfolio and its variance. [8 marks] (b) Does it require to short an asset in the minimum-variance portfolio? [2 marks]
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