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Business, 24.10.2021 09:30 nikki225

A client asks you to create a minimum variance portfolio from two funds, A and B. Fund A has an expected return of 7% and a standard deviation of 13%. Fund B has an expected return of 8% and a standard deviation of 17%. The correlation between the returns of funds A and B is 0.17. What is the percentage of the total portfolio you should recommend to invest in fund A to obtain the minimum variance portfolio

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A client asks you to create a minimum variance portfolio from two funds, A and B. Fund A has an expe...
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