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2) In the problem above; let us assume that this investor who demands an expected return of 20% wants to minimize the variance by choosing
2) In the problem above; let us assume that this investor who demands an expected return of 20% wants to minimize the variance by choosing optimal portfolio weights. Show the Lagrangian (using numbers that I gave) that may be used for that purpose and set the equation system which will lead to the optimal weights (just set the equation system, a numerical answer for optimal weights is not required)
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