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

question 1

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   -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 r1.2 = .60, E( σ\sigma 1) = .10 and E( σ\sigma 2) = .16?


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