3. Stock A has a volatility of 20%, B has a volatility of 30%, and their correlation coefficient is 50%. They have the same expect returns. Suppose we can buy x share of A, and 1-x share of B. Then what the x should be for us to invest to make our portfolio has the minimum volatility?
Generic, Technical Functional Processes Issue related
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Foram perguntas para por exemplo avaliar se o perfil do candidato se alinha à cultura da empresa.
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