The stock market of country A has an expected return of 5%, and standard deviation of expected return of 8%. The stock market of country B has an expected return of 15% and standard deviation of expected return of 10%.
-Find the Global Minimum Variance Portfolio.
With a correlation coefficient of negative one we know that the efficient

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The Answer of The stock market of country A has an expected return of 5%, and standard deviation of expected return of 8%. The stock market of country B has an expected return of 15% and standard deviation of expected return of 10%.
-Find the Global Minimum Variance Portfolio.
With a correlation coefficient of negative one we know that the efficient

The Stock Market of Country a Has an Expected Return