Question: dont use chatgpt or any online source 1. Consider constructing a portfolio of two risky assets. (a) Compute m=[1,2] (b) Given 12=0.0384 and 22=0.0216, compute

dont use chatgpt or any online source 1. Consider constructing a portfolio

dont use chatgpt or any online source

1. Consider constructing a portfolio of two risky assets. (a) Compute m=[1,2] (b) Given 12=0.0384 and 22=0.0216, compute the matrix C (c) Compute the weights for the portfolio with minimum variance (though the previous sections ask for matrices, you can compute this any way you like). (d) Compute the expected return of this portfolio

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