Question: You, as a portfolio manager, receive the following input based on micro and macro forecasts. E(r) Google 14% 22% Netflix 18% 31% Google Netflix

You, as a portfolio manager, receive the following input based on micro

You, as a portfolio manager, receive the following input based on micro and macro forecasts. E(r) Google 14% 22% Netflix 18% 31% Google Netflix Google 1.0 0.8 Netflix 0.8 1.0 In addition, the risk free rate is rf = 4%. Your coec cient of risk aversion is = 3. Based on this data, what is the Mean-Variance Efficient portfolio?

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