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Data given is asset A, asset B, asset C, and asset D as follow:

Economic
Conditions
Booming
Normal
Recession

Probability
0.15
0.65
0.2

Return
Asset A
0.6
0.3
0.1

Asset B
0.65
0.25
0.1

Asset C
0.55
0.4
0.05

Asset D
0.5
0.3
0.2

Sinta has money 1 billion rupiah and plans to allocate her money to buy a portfolio
of four assets. Look for the composition of the distribution of money so that the
variance of the resulting portfolio can be minimal.

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