question archive Refer to the following data: ACC BDD Mean weekly returns 0
Subject:FinancePrice:2.86 Bought12
Refer to the following data:
|
ACC |
BDD |
Mean weekly returns |
0.52 |
0.08 |
Standard deviation |
6.98 |
3.78 |
If the correlation coefficient = 0.67 and covariance = 8.30. Calculate portfolio return and standard deviation for various compositions (multiples of 10) and plot a graph. Identify the minimum risk portfolio and explain your choise.