a) A portfolio consisting of Stocks 1 and 2 has an expected return of 13%. What is the standard deviation of this portfolio given the information about Stocks 1 and 2 in Table 4.1?
a) A portfolio consisting of Stocks 3 and 4 has zero variance. What is the weight of Stock 3 in this portfolio given the information about Stocks 3 and 4 in Table 4.2?
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- Please refer to the attachment to answer this question. This question was created from ICT378-Assignment-2017.