Q.41 PM 2018 EDITION PORTFOLIO MANAGEMENT CA FINAL SFM

An investor has two portfolios known to be minimum variance set for a population of three securities A, B and C having below mentioned weights:
WA WB WC
Portfolio X 0.30 0.40 0.30
Portfolio Y 0.20 0.50 0.30
It is supposed that there are no restriction on short sales.
(i) What would be the weights for each stock for a portfolio constructed by investing Rs. 5000 in portfolio X and Rs. 3000 in portfolio Y ?
(ii) Suppose the investor invests Rs. 4000 out of Rs. 8000 in security A, how he will allocate the balance between security B and C to ensure that his portfolio is on the minimum variance set?
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Q 31 - Page 5.74 (ICAI Mat)

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sir @10:57 u used word minimum variance , u mean it as minimum risk.....my question is why risk is some times measured as std deviation and some times as variance (square of std deviation )???

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PM Question 23:33

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