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HW2 Question - (1.0,0.0 Do all calculations to six(6...

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Homework Assignment #2 Construct an efficient frontier for two-security portfolio given the following securities: Expected return .08 0.04 Standard deviation 0.05 0.02 a) ρ X,Y = 0.0 b) ρ X, Y = 1.0 c) ρ X,Y = -1.0 d) ρ X,Y = 0.39 e) ρ X,Y = -0.11 Use the following weights for each of your frontiers, (0.0,1.0), (0.25,0.75), (0.75,0.25),
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Unformatted text preview: (1.0,0.0). Do all calculations to six (6) decimal places0.000001. Find the zero risk portfolio for this set of securities. Graph all five of the efficient frontiers that you generate from these data....
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