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(5 pts) Given the following data: W1 Scenario Probability 0.4 W2 0.2 W2 0.4 Return K Return K2 -10% 20% 0% 20% 20% 10% Find
(5 pts) Given the following data: W1 Scenario Probability 0.4 W2 0.2 W2 0.4 Return K Return K2 -10% 20% 0% 20% 20% 10% Find the weights of the minimum variance portfolio. Does the portfolio involve short selling
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