Exam 6: An Introduction to Portfolio Management: Part A

-Refer to Exhibit 6A.1. What weight of security 1 gives the minimum portfolio variance when r_1.2 = .60, E( $\sigma$ 1) = .10 and E( $\sigma$ 2) = .16?

-Refer to Exhibit 6A.1. Show the minimum portfolio variance for a two-stock portfolio when r_1.2 = 1.