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Unformatted text preview: b. For part (a), what is the expected return and the standard deviation of the return on the minimum variance portfolio? c. The graph below illustrates the portfolio choice set for this problem. Illustrate the minimum variance portfolio by identifying the tangency point corresponding to the minimum variance portfolio. Portfolio Selection 0.05 0.1 0.15 0.2 0.25 0.1 0.2 0.3 Standard Deviation Expected Return...
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This note was uploaded on 02/20/2012 for the course ECON 445 taught by Professor Staff during the Fall '08 term at Texas A&M.
- Fall '08