There was a question on finding a min variance position. corr coeff , and standard deviations were given. I tried using -(Corr*SD1/SDP) . Got an answer of -30? Anyone remembers this?
Also, for 28, i got the answer as LIBOR+118. Anyone got the same answer?
Wasn't that the question with more than 2 assets with same standard deviation and correlation? if so, you had to use stddev x (1/n + (1-1/n) x corrcoeff).