Q6. Gamma Ltd and Delta Ltd. have the following details : Risk (S D) Return B Ltd 25% 30% V Ltd 20% 22% -0.40 Construct the minimum risk portfolio using Markowitz Model. Also calculate the return and risk of that portfolio. Show the benefit of diversification.

Q6. Gamma Ltd and Delta Ltd. have the following details : Risk (S D) Return B Ltd 25% 30% V Ltd 20% 22% -0.40 Construct the minimum risk portfolio using Markowitz Model. Also calculate the return and risk of that portfolio. Show the benefit of diversification.

Intermediate Financial Management (MindTap Course List)

13th Edition

ISBN:9781337395083

Author:Eugene F. Brigham, Phillip R. Daves

Publisher:Eugene F. Brigham, Phillip R. Daves

Chapter3: Risk And Return: Part Ii

Section: Chapter Questions

Problem 2P: APT An analyst has modeled the stock of Crisp Trucking using a two-factor APT model. The risk-free...

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Q6. Gamma Ltd and Delta Ltd. have the following details:
Risk (S D)
Return
B Ltd
25%
30%
V Ltd
20%
22%
-0.40
Construct the minimum risk portfolio using Markowitz Model. Also calculate the return and risk of that
portfolio. Show the benefit of diversification.

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