What is the variance of the minimum variance portfolio

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Reference no: EM131819898

Consider the following time series of returns for ABC stock and the S&P500 Index over 5 years. For ABC it's -6, 3, 5, 12, -15 and for S&P 500 it's -4, 2, 3, 6, -11. 13 What is the variance of the minimum variance portfolio: (a) 2.63; (b) -12.19; (c) 4.81; (d) 6.74

Reference no: EM131819898

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