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Let G Be the Global Minimum Variance Portfolio

Question 15

Multiple Choice

Let G be the global minimum variance portfolio.The weights of A and B in G are __________ and __________,respectively.

A) 0.40; 0.60
B) 0.66; 0.34
C) 0.34; 0.66
D) 0.77; 0.23
E) 0.23; 0.77

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