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QUESTION
Construct the portfolio Mean Variance Frontier with the following data: A Average Return of A = 0.18 Standard Deviation = 0.06 B Average Return of B...
1. Construct the portfolio Mean Variance Frontier with the following data:
A
Average Return of A = 0.18
Standard Deviation = 0.06
B
Average Return of B = 0.09
Standard Deviation = 0.04
Correlation coefficient = 0.025
Risk free rate = 0.04
2. Pass a tangent line from the Risk free point (0.04) which will be tangent to the frontier.
