6. What is the optimum portfolio assuming short sales but no riskless lending and bor- rowing with...

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6. What is the optimum portfolio assuming short sales but no riskless lending and bor-

rowing with p = 0.5 for all pairs Of securities? Use the data in Problem 4.

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Modern Portfolio Theory And Investment Analysis

ISBN: 9780471007432

5th Edition

Authors: Edwin J. Elton, Martin Jay Gruber

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