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0.091 0.045 0.048 1 If 1 = 1 1 1 and 1 0.037 0.041 0.042 0.063 0.039 0.053 then what is w4 = 0.045 0.088
0.091 0.045 0.048 1 If 1 = 1 1 1 and 1 0.037 0.041 0.042 0.063 0.039 0.053 then what is w4 = 0.045 0.088 0.050 0.048 0.050 0.080 0.037 0.042 0.039 0.041 0.063 0.053 0.048 0.032 0.032 0.140 W1 W2 in w = -1x1 1-1x1 W3 ? W4 W5 1. Open an empty Excel sheet. 2. Input 1 from A1 to A5. 3. Input from C1 to G5. 4. Select from 11 to 15. 5.Press F2, input (copy and paste) =MMULT(MINVERSE(C1:45),A1:A5)/MMULT(MMULT(TRANSPOSE(A1:A5), MINVERS and insert by pressing Shift+Enter. (Submit 12.34 rather than 0.1234 or 12.34%.) (Note: is the annualized covariance matrix from the FAANG (in that order) stocks, and w is the weights for the minimum standard deviation portfolio using the stocks.)
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