Using the data below, what is the optimal allocation (weight) to A, B, C, D, E,...

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Using the data below, what is the optimal allocation (weight) to A, B, C, D, E, and the S&P? Show your answer in the following format: A = 10%, B = 10%, C = 20%, D = 0%, E = 25%, S&P = 35%. You will receive 5 bonus points if your solution is correct. Year A, % B, % 1 10.67 -3.76 2 12.54 21.67 3 -8.82 19.84 4 5:56 13.37 5 27.34 4.98 6 21.94 11.35 C, % 12.98 45.23 16.52 14.28 -15.53 1.28 D, % 25.51 18.97 -11.57 21.42 26.22 17.23 E, % 8.96 29.67 -12.07 25.68 31.08 -12.87 S&P, % 0.34 15.94 4.66 -4.45 15.14 -2.89 Using the data below, what is the optimal allocation (weight) to A, B, C, D, E, and the S&P? Show your answer in the following format: A = 10%, B = 10%, C = 20%, D = 0%, E = 25%, S&P = 35%. You will receive 5 bonus points if your solution is correct. Year A, % B, % 1 10.67 -3.76 2 12.54 21.67 3 -8.82 19.84 4 5:56 13.37 5 27.34 4.98 6 21.94 11.35 C, % 12.98 45.23 16.52 14.28 -15.53 1.28 D, % 25.51 18.97 -11.57 21.42 26.22 17.23 E, % 8.96 29.67 -12.07 25.68 31.08 -12.87 S&P, % 0.34 15.94 4.66 -4.45 15.14 -2.89

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To determine the optimal allocation weight to A B C D E and the SP based on the provided data we nee... View the full answer