-Refer to Exhibit 6B.1. What is the value of W1 when r1.2 = -1 and E( $\sigma$1) = .10 and E( $\sigma$2) = .12?

A) 45.46 percent B) 50.00 percent C) 59.45 percent D) 54.55 percent E) 74.55 percent A) 45.46 percent B) 50.00 percent C) 59.45 percent D) 54.55 percent E) 74.55 percent D

Exam 6: An Introduction to Portfolio Management: Part B

-Refer to Exhibit 6B.1. What is the value of W1 when r1.2 = -1 and E( σ\sigmaσ 1) = .10 and E( σ\sigmaσ 2) = .12?

-Refer to Exhibit 6B.1. Show the minimum portfolio variance for a portfolio of two risky assets when r1.2 = -1.

The Investment Setting

The Investment Setting: Part A

Asset Allocation and Security Selection

Asset Allocation and Security Selection: Part A

Organization and Functioning of Securities Markets

Security Market Indexes and Index Funds

Efficient Capital Markets, Behavioral Finance, and Technical Analysis

An Introduction to Portfolio Management

An Introduction to Portfolio Management: Part A

Asset Pricing Models

Equity Valuation

The Top-Down Approach to Market, Industry, and Company Analysis

The Practice of Fundamental Investing

Equity Portfolio Management Strategies

Bond Fundamentals and Valuation

Bond Analysis and Portfolio Management Strategies

An Introduction to Derivative Markets and Securities

Forward, Futures, and Swap Contracts

Option Contracts

Professional Money Management, Alternative Assets, and Industry Ethics

Evaluation of Portfolio Performance

Filters

$-Refer to Exhibit 6B.1. What is the value of W<sub>1</sub> when r<sub>1.2</sub> = -1 and E( \sigma 1) = .10 and E( \sigma 2) = .12?$ -Refer to Exhibit 6B.1. What is the value of W₁ when r_1.2 = -1 and E( $\sigma$ 1) = .10 and E( $\sigma$ 2) = .12?

-Refer to Exhibit 6B.1. Show the minimum portfolio variance for a portfolio of two risky assets when r_1.2 = -1.