Question: 7. Consider the data below and find the portfolio weights so that the expected return of the portfolio is 14%. What is the corresponding

7. Consider the data below and find the portfolio weights so that

7. Consider the data below and find the portfolio weights so that the expected return of the portfolio is 14%. What is the corresponding portfolio standard deviation? 1 2 Stock 1 3 Stock 2 4 Covariance(r,r) A B C Standard Mean deviation return of return 12% 35% 18% 50% 0.08350 8. In the previous problem, find two portfolios whose standard deviation is 45%. (There is an od banalytical solution to this problem, but it can also be solved by Solver.) 161

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