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A financial market consists of four risky assets whose rates of return 11, 12, 13 and r, have mean vector p = (1,1, ) and
A financial market consists of four risky assets whose rates of return 11, 12, 13 and r, have mean vector p = (1,1, ) and dij 2 if i=; -1 if |2 - ") = 5 otherwise. Let a be a real number. Portfolio q is has weight vector w = (a, 20, 0, 1 - 40), and has the lowest risk among all such portfolios. Find the value of a. A financial market consists of four risky assets whose rates of return 11, 12, 13 and r, have mean vector p = (1,1, ) and dij 2 if i=; -1 if |2 - ") = 5 otherwise. Let a be a real number. Portfolio q is has weight vector w = (a, 20, 0, 1 - 40), and has the lowest risk among all such portfolios. Find the value of a
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