MAX RETURN WITH RISK CONSTRAINT AND LEVERAGE Using the provided data, solve for the max return possible while allowing for a max standard deviation of 6.25% leverage of 150% GE MSFT AMZN PFE WMT Return 1.26% 1.25% 1.85% 1.29% 1.11% Variance 0.43% 0.34% 0.63% 0.20% 0.19% Standard deviation 6.54% 5.87% 7.94% 4.47% 4.41% Weight 0.1 0.1 0.1 0. 1 0.1 Sum of weights 1 Return GE Return MSFT Return AMZN Return PFE Return WMT Return GE 0.0042736483 0.0017478851 0.00223803394 0.0014731216 0.001136553 Return MSFT 0.0017478851 0.0034487408 0.0012360664 0.0004958356 0.0005127681 Return AMZN 0.0022380339 0.0012360664 0.00630478868 0.0011196761 0.0008106316 Return PFE 0.0014731216 0.0004958356 0.00111967613 0.0020019534 0.0008945709 Return WMT 0.001136553 0.0005127681 0.00081063159 0.0008945709 0.0019464853 Return NOK 0.002913437 0.0014932522 0.00370431699 0.001854707 0.0021057541 Portfolio return 0.01208 Portfolio variance 0.01097 Portfolio standard deviation 0.10473