Google Answers: Investments - Minimum portfolio variance

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Q: Investments - Minimum portfolio variance ( No Answer, 0 Comments )

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Subject: Investments - Minimum portfolio variance
Category: Business and Money > Finance
Asked by: snowbear-ga
List Price: $2.00

Posted: 06 Aug 2003 18:34 PDT
Expires: 08 Aug 2003 17:39 PDT
Question ID: 240922

Stock A has an expected return of 20% and Stock B has an expected
return of 12%.  The riskiness of stock A as measured by the variance
is three times that of stock B.  If the correlation coefficient
between the two stocks is zero, what proportion of investment in each
stock gives the minimum portfolio variance (minimum risk)?

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