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2.1. Design an Excel spreadsheet to implement Markowitz' portfolio optimiza- tion technique for portfolios consisting of five different risky assets, taking the expected returns of
2.1. Design an Excel spreadsheet to implement Markowitz' portfolio optimiza- tion technique for portfolios consisting of five different risky assets, taking the expected returns of the assets, the standard deviations of the returns, and the correlations between the returns as input data. The spreadsheet should perform the following tasks: (a) Find the weights of the assets in the minimum variance portfolio (MVP) and compute the expected return and standard deviation of the return on the MVP. (20 marks) 2.1. Design an Excel spreadsheet to implement Markowitz' portfolio optimiza- tion technique for portfolios consisting of five different risky assets, taking the expected returns of the assets, the standard deviations of the returns, and the correlations between the returns as input data. The spreadsheet should perform the following tasks: (a) Find the weights of the assets in the minimum variance portfolio (MVP) and compute the expected return and standard deviation of the return on the MVP. (20 marks)
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