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2. Using the following data: Scenario Probability return Ki return K2 W1 0.2 -10% 5% 0.4 0% 30% W3 0.4 20% -5% compute the weights
2. Using the following data: Scenario Probability return Ki return K2 W1 0.2 -10% 5% 0.4 0% 30% W3 0.4 20% -5% compute the weights in the portfolio with minimum risk. What are the expected return and risk of this minimum risk portfolio
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