Calculate the variance of portfolio

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Question 1: Consider two assets with the following: µ1 = 0.10, σ1 = 0.40 µ1 = 0.03; σ2 = 0

Calculate the weights of the portfolio, (w1, w2) such that the expected return, µw = 16.

Calculate the variance of this portfolio.

Reference no: EM132506019

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