Suppose that there are four stocks with rates of return ri, i = 1, ..., 4,...
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Suppose that there are four stocks with rates of return ri, i = 1, ..., 4, respec- tively. The covariance matrix and the expected rates of return are C= [2.30% 0.80% 0.60% 0.70% 0.80% 2.40% -0.20% 0.50% 0.60% -0.20% 1.80% 0.70% 1.40% 0.70% 0.50% 0.70% efficient portfolio with expected return 8%. Find the mean-variance " fl= [10%] 8% 8% 6% Suppose that there are four stocks with rates of return ri, i = 1, ..., 4, respec- tively. The covariance matrix and the expected rates of return are C= [2.30% 0.80% 0.60% 0.70% 0.80% 2.40% -0.20% 0.50% 0.60% -0.20% 1.80% 0.70% 1.40% 0.70% 0.50% 0.70% efficient portfolio with expected return 8%. Find the mean-variance " fl= [10%] 8% 8% 6%
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Related Book For
Discrete Mathematics and Its Applications
ISBN: 978-0073383095
7th edition
Authors: Kenneth H. Rosen
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