Hi, so I'm having difficulty starting out this problem/question. Could anyone point me in the right direction? Also, MVP here is the Minimum Variance Portfolio.
(5) No short-selling. Under which conditions on the standard deviations \(\displaystyle \, \sigma_1,\, \sigma_2\, \) and the correlation \(\displaystyle \, \rho_{12}\, \) of two risky assets does the MVP not involve short-selling?
(5) No short-selling. Under which conditions on the standard deviations \(\displaystyle \, \sigma_1,\, \sigma_2\, \) and the correlation \(\displaystyle \, \rho_{12}\, \) of two risky assets does the MVP not involve short-selling?
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