Question: Given the following data: 2 m = 10 What is the optimum portfolio assuming no short sales if RF = 5%? 2, 0 0 0

Given the following data:σ2m = 10

2, 0 0 0 0 0 0 0|324121 t-050805 112011 521894 123456

What is the optimum portfolio assuming no short sales if RF = 5%?

2, 0 0 0 0 0 0 0|324121 t-050805 112011 521894 123456

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