Find the weights for minimum variance portfolio

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Reference no: EM132028486

There are three mutual funds available in the market. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T bill money market fund that yields a sure rate of 5%

	Expected Return	Standard Deviation
Stock Fund(s)	15%	25%
Bond Fund(B)	10%	20%

The probability distributions of the risky funds are: Find the weights (W and W) for minimum variance portfolio?

Reference no: EM132028486

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