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As an active fund manager, you have obtained information on three individual stocks, the market index, and T-bills as follows: You decide to use the
As an active fund manager, you have obtained information on three individual stocks, the market index, and T-bills as follows: You decide to use the above information to form an optimal active portfolio, consisting of the three individual stocks. Determine the corresponding weights for the three stocks in the optimal active portfolio. Show your work
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