-Refer to Exhibit 6A.1. What weight of security 1 gives the minimum portfolio variance when r_1.2 = .60, E( $\sigma$1) = .10 and E( $\sigma$2) = .16? A) .0244 B) .3679 C) .5697 D) .6309 E) .9756

Name: -Refer to Exhibit 6A.1. What weight of security 1 gives the minimum portfolio variance when r 1.2 = .60, E( $\sigma$1) = .10 and E( $\sigma$2) = .16? A) .0244 B) .3679 C) .5697 D) .6309 E) .9756
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The Answer is E

-Refer to Exhibit 6A σ\sigmaσ 1) = 10 and E σ\sigmaσ 2) = 16? A)

-Refer to Exhibit 6A $\sigma$ 1) = 10 and E $\sigma$ 2) = 16?
A)