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4. (20 points) Suppose, in the previous exercise, you want to choose the weights optimally to get a 12% expected return. What are all the

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4. (20 points) Suppose, in the previous exercise, you want to choose the weights optimally to get a 12% expected return. What are all the steps you have to carry out in order to perform this? Describe these steps and set the inputs, outputs and constraints you will need/obtain

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