minimum variance portfolio spreadsheet from today’s class

Linked below, please find the minimum variance portfolio spreadsheet from today’s class. The learning objective is to showcase how differences in correlation give rise to different portfolio weightings for determining the minimum risk combination of two risky assets. The spreadsheet also decomposes portfolio variance into component parts – risk that originates from the variances of the assets which comprise the portfolio, as well as risk that originates from covariance.

4335 mvp.xlsx

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