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  #1  
Old 11-04-2014, 09:35 PM
uoit uoit is offline
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Join Date: Nov 2014
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Default Portfolio question

suppose i have 2 assets X & Y
avg. return on X=15%, Y=10%
variance of X=.06, Y=.01
Covariance of return = .005

risk free asset return = 2.5%

1) i need to compute a minimum variance portfolio of assets X and Y

2) i need to create a portfolio consisting of 30% the minimum variance portfolio and 70% the risk free asset
and find its variance and expected return.
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  #2  
Old 10-24-2020, 03:27 PM
ColomboMan ColomboMan is offline
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Default Re: Portfolio question

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