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9) You have two portfolios consisting of 6 different assets with the following characteristics: Portfolio Alpha Weights Pfester 20% Newderma 17% HTL 35% Ver Bio
9) You have two portfolios consisting of 6 different assets with the following characteristics: Portfolio Alpha Weights Pfester 20% Newderma 17% HTL 35% Ver Bio 10% Quasivax 5% Bastadeneca 13% Total Return 37% Portfolio Beta Pfester Newderma HTL Ver Bio Quasivax Bastadeneca Total Return Weights 15% 20% 15% 5% 20% 25% 25% Calculate the weights of each asset in Portfolio Gamma with a targeted return of 30%. (10 pts) 9) You have two portfolios consisting of 6 different assets with the following characteristics: Portfolio Alpha Weights Pfester 20% Newderma 17% HTL 35% Ver Bio 10% Quasivax 5% Bastadeneca 13% Total Return 37% Portfolio Beta Pfester Newderma HTL Ver Bio Quasivax Bastadeneca Total Return Weights 15% 20% 15% 5% 20% 25% 25% Calculate the weights of each asset in Portfolio Gamma with a targeted return of 30%. (10 pts)
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