Question 8 5 pts Use the data below. We have solved for the minimum variance portfolio, the weights and its expected return and variance. The expected return was 25%. Suppose you require that the return be 26%. What should be the minimum variance and the weights on the three stocks? (You may use excel, matlab, python or any other software of your choice.) Instrument Expected return Variance Stock 1 0.2 0.2 Stock 2 0.25 0.2 Stock 3 0.3 0.2 Covariance Matrix S1 S2 S3 S1 0.2 -0.1 0.15 S2 -0.1 0.2 -0.1 S3 0.15 -0.1 0.2 Upload Choose a file Question 8 5 pts Use the data below. We have solved for the minimum variance portfolio, the weights and its expected return and variance. The expected return was 25%. Suppose you require that the return be 26%. What should be the minimum variance and the weights on the three stocks? (You may use excel, matlab, python or any other software of your choice.) Instrument Expected return Variance Stock 1 0.2 0.2 Stock 2 0.25 0.2 Stock 3 0.3 0.2 Covariance Matrix S1 S2 S3 S1 0.2 -0.1 0.15 S2 -0.1 0.2 -0.1 S3 0.15 -0.1 0.2 Upload Choose a file