How to Find the Weights in Global Minimum Variance Portfolio (Easy Way)

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Hard Way:
https://youtu.be/XWO4KHnsLGo

Consider two perfectly negatively correlated risky securities X and Y. X has an expected rate of return of 25% and a standard deviation of 15%. Y has an expected rate of return of 1% and a standard deviation of 12%. What are the weights of X and Y in the global minimum variance portfolio?

c = correlation coefficient

wX = ((.12^2) - .15(.12)(-1)) / ((.15^2) + (.12^2) - 2(.15)(.12)(-1))

wY = 1 - wX

How to compute, calculate the Weightings of Two Securities with perfect negative correlation in the Global Minimum Variance Portfolio the simple, shorter way

Видео How to Find the Weights in Global Minimum Variance Portfolio (Easy Way) канала Booksmart Fin