Assume that E[RDell] = 0.15%; and E[RMsf t] = 0.05%; and that their daily percentage returns have the following covariance matrix.
Dell Microsoft
Dell 0.400 -0.300
Microsoft -0.300 0.400
Weight of asset 1 is 0.30, weight of asset 2 is 0.71
Minimum variance weight=0.73
Assuming the optimal weighting you found in 25 and a $1,000 portfolio: What is the expected return: (a) 0.42; (b) 0.21; (c) 0.72; (d) 0.09.