Calculate the weights of the portfolio

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Question 1: Consider two assets with the following: µ1 = 0.10, σ1 = 0.40 µ2 = 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: EM132534790

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