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You are given that assets X and Y are perfectly correlated such that Ry = 6 + 0.2RX and the probability distribution of X is: What...

      

You are given that assets X and Y are perfectly correlated such that Ry = 6 + 0.2RX and the probability distribution of X is:
fig24234513.png
What is the percentage of your wealth to put into asset X to achieve zero variance?

  

Answers


Kavungya
fig25234513.png
fig26234514.png
Kavungya answered the question on April 23, 2021 at 14:14


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    fig19224556.png
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    fig10224459.png
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