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12-04-2024
Business

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Consider a market consisting of two risky assets S₁ and S₂ such that (σ₁, μ₁) = (0.1, 0.1), (σ₂, μ₂) = (0.20, 0.12) and P₁₂ = 0.1.
Find the weights of the portfolio V that has expected return 4 times of the ex- pected return of the minimum variance portfolio.

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