Probability Returns on A Returns on B 24% 45% 0.2 0.35 0.3 0.15 9% 3% -5% 10% -10% -25% For the above given data, find the expected return for A and B, Variance for A and B, covariance between A and B, contruct the correlation and covariance matrix. Plot the attainable set and find the minimum variance portfolio.

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Chapter1: Starting With Matlab
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Probability Returns on A Returns on B
24%
45%
9%
3%
-5%
0.2
0.35
0.3
0.15
10%
-10%
-25%
For the above given data, find the expected return for A and B, Variance for A and B, covariance
between A and B, contruct the correlation and covariance matrix.
Plot the attainable set and find the minimum variance portfolio.
Transcribed Image Text:Probability Returns on A Returns on B 24% 45% 9% 3% -5% 0.2 0.35 0.3 0.15 10% -10% -25% For the above given data, find the expected return for A and B, Variance for A and B, covariance between A and B, contruct the correlation and covariance matrix. Plot the attainable set and find the minimum variance portfolio.
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