Mathematics
Mathematics, 12.12.2019 03:31, angelaisthebest1700

An investor wants to determine the safest way to structure a portfolio from several investments. investment a produces an average annual return of 14% with a variance of 0.025. investment b produces an average rate of return of 9% with a variance of 0.015. investment c produces an average rate of return of 8% with a variance of 0.010. investments a and b have a covariance of 0.00028, and investments a and c have a covariance of -0.006. investments b and c have a covariance of 0.00125.

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