A investor has the following investment portfolio z a1x


An investor has the following investment portfolio Z = a1X + a2 Y with a1 + a2 = 1. Where X and Y are random rate of returns of assets X and Y respectively and μx= μy = μ, σx = σy = σ. Assuming that these random variables are not independent find the share of each asset (a1 and a2) that minimize the variance (risk) of portfolio Z. 

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Applied Statistics: A investor has the following investment portfolio z a1x
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