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1) What is the minimum variance portfolio made up of the following three securities: Security 3,… 1 answer below » 1) What is the minimum variance portfolio made up of the following three securities: Security 3, Security 4 and Security 5? Return Number 1 2 3 4 5 6 7 8 Sec.1 0.027 0.012 -0.022 0.013 -0.011 -0.033 0.029 0.055 Sec.2 -0.023 0.000 -0.010 0.034 -0.023 -0.061 0.026 0.045 Sec.3 0.056 0.013 -0.015 0.015 0.012 -0.035 0.002 0.047 Sec.4 0.002 0.004 0.002 0.010 -0.029 -0.022 0.000 0.020 Sec.5 0.033 0.017 -0.045 0.008 -0.019 -0.024 -0.001 0.056 1) What is the minimum variance portfolio made up of the following three securities: Security 3, Security 4 and Security 5? Sep 21 2015 12:31 PM
