portfolio analysis
1) Expected return for A and M A = 16.2 M = 13
2) Standard deviation for A and M (population) A = 4.1425 M = 2.5690
3) Covariance(A,M) COV = -.6
4) Correlation(A,M) CORR = -.0564
5) Expected return on a portfolio consisting of 30% A and 70% M. P = 13.96
6) Standard deviation of a portfolio consisting of 30% A and 70% M. P = 2.1275
7) The Beta of A. (assume that M is the market) BETA = -.0909
8) The portfolio weights for the minimum risk portfolio. W(A) = .2885 W(M) = .7115