Consider two perfectly negatively correlated risky securities, a and b. security a has an expected rate of return of 16% and a standard deviation of return of 20%. b has an expected rate of return of 10% and a standard deviation of return of 30%. the weight of security b in the minimum-variance portfolio is

Solve the problem. a student earned grades of c, a, b, and a in four different courses. those courses had these corresponding numbers of credit hours: 4, 5, 1, and 5. the grading system assigns quality points to letter grades as follows: a = 4, b = 3, c = 2, d = 1, and f = 0. compute the grade point average (gpa) and round the result to two decimal places. 3.40 3.50 8.75 2.18