Business
Business, 16.06.2021 21:40, ivilkas23

Two stocks are available. The corresponding expected rates of return are r1 and r2; the corresponding variances and covariances are σ2 1 , σ2 2 , and σ12. What percentages of total investment should be invested in each of the two stocks to minimize the total variance of the rate of return of the resulting portfolio? What is the mean rate of return of this portfolio?

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Two stocks are available. The corresponding expected rates of return are r1 and r2; the correspondin...

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