The parameters of the opportunity set are:
E(rS) = 20%, E(rB) = 12%
σS = 30%, σB = 15%
ρAB = 0.10
standard deviations and the correlation coefficient we can generate the “covariance
matrix” (note that σSB = ρSB x σS X σB):
i can help u in this :) ok :)
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