Question: 8 . 8 . Reconsider the portfolio selection example given in Section 8 . 2 . A fourth stock ( Stock 4 ) now has
Reconsider the portfolio selection example given in Section A fourth stock Stock now has been found that gives a
good balance between expected return and risk. Using the same units as in Table its expected return is and its risk is
Its joint risk per stock with Stocks and is and respectively.
a Still using a minimum acceptable expected return of formulate the revised quadratic programming model in
algebraic form for this problem.
b Display and solve this model on a spreadsheet.
c Develop a revision of the parameter analysis report in Figure for this revised problem.
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