For questions 1 and 2 consider the following data: You collected the followin...
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For questions 1 and 2 consider the following data:
You collected the following data regarding stocks X and Y:
| Stock X | Stock Y |
E(r) | 13,92% | 4,92% |
Volatility | 17,73% | 6,40% |
Assume only for this question that the correlation between stocks X and Y is 0.3. Compute the expected return for the minimum variance portfolio with stocks X and Y.
(Report your answer as a percentage. For example, if your solution is 4.531% please insert 4.531.)Want instant access to all verified answers on moodle.lisboa.ucp.pt?
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