What is the minimum variance portfolio made up

Reference no: EM13839216

Return Number	Sec.1	Sec.2	Sec.3	Sec.4	Sec.5
1	0.027	-0.023	0.056	0.002	0.033
2	0.012	0.000	0.013	0.004	0.017
3	-0.022	-0.010	-0.015	0.002	-0.045
4	0.013	0.034	0.015	0.010	0.008
5	-0.011	-0.023	0.012	-0.029	-0.019
6	-0.033	-0.061	-0.035	-0.022	-0.024
7	0.029	0.026	0.002	0.000	-0.001
8	0.055	0.045	0.047	0.020	0.056

1) What is the minimum variance portfolio made up of the following three securities: Security 3, Security 4 and Security 5?

Reference no: EM13839216

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