Compute the minimum variance portfolio

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Reference no: EM131477191

Question: ABC and XYZ are 2 stocks with the following return statistics:

a. Compute the expected return and standard deviation of a portfolio composed of 25% ABC and 75% XYZ.

b. Compute the returns of all portfolios that are combinations of ABC and XYZ with the proportion of ABC being 0%, 10%, ... , 90%, 100%. Graph these returns

c. Compute the minimum variance portfolio

Reference no: EM131477191

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