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2. The following table contains the return of three stocks in the past 20 days. We would like to put all capital into these three
2. The following table contains the return of three stocks in the past 20 days. We would like to put all capital into these three stocks with a constraint that we expect 18% annual return. (Assume that annual return = 250x daily return.) If we believe that the future will follow the past pattern, use Markovitz model to solve for the proportion of capital we are supposed to invest in each of them
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