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-Refer to Exhibit 6A $\sigma$ 1) = 10 and E $\sigma$ 2) = 16?
A)

Question 1

Multiple Choice

$-Refer to Exhibit 6A.1. What weight of security 1 gives the minimum portfolio variance when r<sub>1.2</sub> = .60, E( \sigma 1) = .10 and E( \sigma 2) = .16? A) .0244 B) .3679 C) .5697 D) .6309 E) .9756$
-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?

A) .0244
B) .3679
C) .5697
D) .6309
E) .9756

-Refer to Exhibit 6A σ\sigmaσ 1) = 10 and E σ\sigmaσ 2) = 16? A)

Multiple Choice

Correct Answer:VerifiedShow Answer

-Refer to Exhibit 6A $\sigma$ 1) = 10 and E $\sigma$ 2) = 16?
A)

Correct Answer:
Verified