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Corporate Finance · Quiz 2 · 23 Nov 2025 · September 2025 term

Question 13: For a three-asset portfolio of uncorrelated assets, ,\ ,…

Question 13

+4 marksOne correct option

For a three-asset portfolio of uncorrelated assets,

,
,
are the weights and
is the common (same for the three assets) variance. The

portfolio variance is
. To find the Global Minimum Variance (GMV)

portfolio, you would minimize
subject to:

  1. A
  2. B
  3. C
  4. D
Show answer

Correct answer

  • B
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Question 13 of 25 in the IIT Madras BS Corporate Finance (Corporate Finance) Quiz 2 paper sat on 23 Nov 2025, in the September 2025 term (IIT M DEGREE AN EXAM QDB2 23 Nov 2025 NEW). It carries 4 marks.

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