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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Related Book For
Modern Portfolio Theory And Investment Analysis
ISBN: 9780471007432
5th Edition
Authors: Edwin J. Elton, Martin Jay Gruber
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