Question: what is the expected return for the optional portfolio? excel please 1. Assume analysts provide the following types of information. Assume (standard defi- nition) short

what is the expected return for the optional portfolio? excel please

what is the expected return for the optional portfolio? excel please

1. Assume analysts provide the following types of information. Assume (standard defi- nition) short sales are allowed. What is the optimum portfolio if the lending and bor- rowing rate is 5%? Covariance with Security Mean Return Standard Deviation A B C 10 4 20 A B 12 10 40 70 18 14

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