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(1.2161 u= 2.408 (1.241] 0.4381 0.1751 0.1483 E = 0.1751 0.3544 0.2361 (0.1144 0.2361 0.5673) which are monthly values in percentage points, estimated as the
(1.2161 u= 2.408 (1.241] 0.4381 0.1751 0.1483 E = 0.1751 0.3544 0.2361 (0.1144 0.2361 0.5673) which are monthly values in percentage points, estimated as the sample mean 1.241 and sample vari- ance/covariance of the data. g) Find the optimal portfolio weights with a desired level of expected return 1.7251%. h) Find the optimal portfolio weights with a desired level of expected return 2.408%. (1.2161 u= 2.408 (1.241] 0.4381 0.1751 0.1483 E = 0.1751 0.3544 0.2361 (0.1144 0.2361 0.5673) which are monthly values in percentage points, estimated as the sample mean 1.241 and sample vari- ance/covariance of the data. g) Find the optimal portfolio weights with a desired level of expected return 1.7251%. h) Find the optimal portfolio weights with a desired level of expected return 2.408%
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