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An efficient mini-market consists of only three risky assets A, B and C with the composition: WF-40%, wg=20 %, and the remain
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А В C D Е Expected return A В C 2 A 0.04 3 В 0.018 0.0225 0.12 4 C 0.03 0.036 0.09 0.22 5 6 A В C 7 % in market portfolio 8 V

A В C D Expected return В C 2 A 0.04 3 0.018 0.0225 0.12 4 C 0.03 0.036 0.09 0.22 5 6 A В C 7 % in market portfolio 8 Varianc

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