Return Number |
Sec.1 |
Sec.2 |
Sec.3 |
Sec.4 |
Sec.5 |
1 |
0.027 |
-0.023 |
0.056 |
0.002 |
0.033 |
2 |
0.012 |
0.000 |
0.013 |
0.004 |
0.017 |
3 |
-0.022 |
-0.010 |
-0.015 |
0.002 |
-0.045 |
4 |
0.013 |
0.034 |
0.015 |
0.010 |
0.008 |
5 |
-0.011 |
-0.023 |
0.012 |
-0.029 |
-0.019 |
6 |
-0.033 |
-0.061 |
-0.035 |
-0.022 |
-0.024 |
7 |
0.029 |
0.026 |
0.002 |
0.000 |
-0.001 |
8 |
0.055 |
0.045 |
0.047 |
0.020 |
0.056 |
1) What is the minimum variance portfolio made up of the following three securities: Security 3, Security 4 and Security 5?