Question: Do you agree/disagree that the mean variance optimization is a reliable framework? Provide your reasons based on the following outcomes. The outcome is a result

Do you agree/disagree that the mean variance optimization is a reliable

Do you agree/disagree that the mean variance optimization is a reliable framework? Provide your reasons based on the following outcomes. The outcome is a result for a short sale with a target return of 2%. However, when a short sale constraints are imposed, solver could not find a solution for the constraints. What does it imply?

(A) Lower Risk Portfolio Total Weights 100.00% SMB -5719.03% HML -3209.00% RMW -925.33% CMA 9953.36% Portfolio Return 2.00% Portfolio Risk 829.92% (A) Lower Risk Portfolio Total Weights 100.00% SMB -5719.03% HML -3209.00% RMW -925.33% CMA 9953.36% Portfolio Return 2.00% Portfolio Risk 829.92%

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