Find the minimum variance portfolio

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Reference no: EM131566601

Consider the following information:

Risky Assets:                    A                                 B

Expected return:                12%                             8%

Standard deviation:            25%                             14%

Correlation:                                               .3

Risk-free rate = 3% (Treasury Bill Rate)

c- Find the minimum variance portfolio. Make sure to provide its expected return, variance, and standard deviation. Make sure to show your work.

Reference no: EM131566601

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