Determine minimum variance portfolio with expected return

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Reference no: EM13328948

1. Stock B has expected return of 16% and standard deviation of 35%.
Stock C has expected return of 12% and standard deviation of 22%.
Their returns have correlation of 0.1474.
Form a portfolio with expected return of 13%.

2. Stock B has expected return of 16% and standard deviation of 35%.
Stock C has expected return of 12% and standard deviation of 22%.
Their returns have correlation of 0.15.
Find the minimum variance portfolio.

Reference no: EM13328948

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