# Finding covariance matrix

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Question description

I already know the answer Ijust need to figure out how was the covariance matrix done. What are the investment proportions in the minimum-variance portfolio of the two risky funds, and what is the expected value and standard deviation of its rate of return? The parameters of the opportunity set are:

Stocks funds E(rS) = 20%, E(rB) = 12%

Bonds funds σS = 30%, σB = 15%

ρAB = 0.10

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