Among all attainable portfolios with expected return μ_V = 20\% constructed using the three securities in Exercise 5.12 find the portfolio with the smallest variance. Compute the weights and the standard deviation of this portfolio.
Among all attainable portfolios with expected return μ_V = 20\% constructed using the three securities in Exercise 5.12 find the portfolio with the smallest variance. Compute the weights and the standard deviation of this portfolio.