Question: There are three stocks, A, B, and C, with the following expected return, volatility, and correlation data. You are asked to generate a mean-variance portfolio,

There are three stocks, A, B, and C, with the following expected return, volatility, and correlation data. You are asked to generate a mean-variance portfolio, the expected return of which should be no less than 8%. Whats your optimal allocation (portfolio weights) for those three stocks?

There are three stocks, A, B, and C, with the following expected

Table 1: Data for Mean-Variance Portfolio Optimization

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