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Question - Suppose two assets have variances of σ12 = 1, σ22 = 3 and covariance σ1,2 = 1. The expected rates are r-1 = 1, r-2 = 2.
a) Find weights, expected rate of return r-MVP, and volatility σMVP for the minimum variance portfolio.
b) Make a sketch in the σ, r- plane of the portfolio curve including the asset points (σ1, r-1), (σ2, r-2), the minimum variance point (σMVP, r-MVP), and the efficient frontier. Indicate which parts of the portfolio curve correspond to shorting.
c) Find the volatility σ for the portfolio that has expected rate of return r- = 5/2.
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