Question: Formulate and solve the Markowitz portfolio optimization model that was introduced in Problem 14 using the data from Problem 16. In this case, nine scenarios

Formulate and solve the Markowitz optimization model that was introduced in Problem 14 using the data from Problem 16. In this case, nine scenarios correspond to the yearly returns from 1997 through 2005, inclusive. Treat each scenario as being equally likely and use the scenario returns that were calculated in Problem 16.

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