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Question 1:
Consider a portfolio P comprised of two risky assets (A and B) whose returns have a correlation of 0.3. Risky asset A has an expected return of 10% and standard deviation of 15%. Risky asset B has an expected return of 7% and standard deviation of 11%. What is the variance of portfolio P if 84% of the portfolio is invested in risky asset A?
Question 2
Consider two risky assets (A and B). Risky asset A has an expected return of 10% and standard deviation of 15%. Risky asset B has an expected return of 7% and standard deviation of 11%. If the covariance of the returns on A and B is 0.005, What is the correlation between returns A and B?
Question 3
Consider a portfolio P comprised of two risky assets (A and B) whose returns have a correlation of Zero. Risky asset A has an expected return of 10% and standard deviation of 15%. Risky asset B has an expected return of 7% and standard deviation of 11%. What is the expected return on the minimum variance portfolio?
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