What is the minimum variance portfolio made up of the


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?

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