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Teori Risiko
Teori Risiko
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.