Let G be the global minimum variance portfolio.The weights of A and B in G are __________ and __________,respectively.
A)0.40; 0.60
B)0.66; 0.34
C)0.34; 0.66
D)0.77; 0.23
E)0.23; 0.77

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The Answer of Let G be the global minimum variance portfolio.The weights of A and B in G are __________ and __________,respectively.
A)0.40; 0.60
B)0.66; 0.34
C)0.34; 0.66
D)0.77; 0.23
E)0.23; 0.77

Let G Be the Global Minimum Variance Portfolio