Question: I need help solving without the use of Microsoft Excel. I was also given the Z values: Z1: 0.292831 Z2: 0.009118 Z3: 0.003309 A. Ch

I need help solving without the use of Microsoft Excel.

I was also given the Z values:

Z1: 0.292831

Z2: 0.009118

Z3: 0.003309

A. Ch 6 Q1 (Solve the equations (10 points), Obtain the weights (6 points), Obtain expected return and standard deviation for the portfolio (5 points)) The simultaneous equations necessary to solve this problem are: 5 = 16Z1 + 2OZ2 + 4023 7 - 2021 + 100Z2 + 702 1340Z + 7022 + 1962, 1. Assume analysts provide the following types of information. Assume (standard definition) short sales are allowed. What is the optimum portfolio if the lending and borrowing rate is 5%? Covariance with Mean Return Standard Deviation Security

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