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begin{tabular}{|c|c|c|c|c|c|c|} hline M & N & 0 & P & Q & S & hline mean & 0.0320629 & 0.047069 & 0.01003632 & &
\begin{tabular}{|c|c|c|c|c|c|c|} \hline M & N & 0 & P & Q & S & \\ \hline mean & 0.0320629 & 0.047069 & 0.01003632 & & & \\ \hline std & 0.0773564 & 0.0877026 & 0.01664298 & & & \\ \hline \multicolumn{7}{|l|}{ Correlation Matrix } \\ \hline & 1 & 0.9051951 & -0.2917505 & & & \\ \hline & 0.9051951 & 1 & -0.2101361 & & & \\ \hline & -0.29175 & -0.210136 & 1 & & & \\ \hline ts & 0.3000 & 0.2000 & 0.5000 & & & \\ \hline Covariance Matrix & SPY & QQQ & AGG & Weighted cov Matrix & & \\ \hline SPY & 0.005984 & 0.0061412 & -0.0003756 & 0.0005386 & 0.00036847 & 5.6342E05 \\ \hline QQQ & 0.0061412 & 0.0076917 & -0.0003067 & 0.0003685 & 0.00030767 & 3.0672E05 \\ \hline AGG & -0.000376 & -0.000307 & 0.00027699 & 5.63E05 & 3.06721E05 & 6.9247E05 \\ \hline \end{tabular} Assume that you want to restrict your bond investing, investing in AGG, to no more than 60%, and you want to restrict the invetment in eachof the other ETsF to be no more than 30%. Use the solver to find the allocation that minizes risk under these restriction, and fill in the weights in the yellow highlighted cells. Based on these weights, \begin{tabular}{|l|l|l|l|l|} \hline & & & & \\ \hline SPY & QQQ & & \\ \hline & & & mGG & mean \\ \hline \end{tabular} \begin{tabular}{|c|c|c|c|c|c|c|} \hline M & N & 0 & P & Q & S & \\ \hline mean & 0.0320629 & 0.047069 & 0.01003632 & & & \\ \hline std & 0.0773564 & 0.0877026 & 0.01664298 & & & \\ \hline \multicolumn{7}{|l|}{ Correlation Matrix } \\ \hline & 1 & 0.9051951 & -0.2917505 & & & \\ \hline & 0.9051951 & 1 & -0.2101361 & & & \\ \hline & -0.29175 & -0.210136 & 1 & & & \\ \hline ts & 0.3000 & 0.2000 & 0.5000 & & & \\ \hline Covariance Matrix & SPY & QQQ & AGG & Weighted cov Matrix & & \\ \hline SPY & 0.005984 & 0.0061412 & -0.0003756 & 0.0005386 & 0.00036847 & 5.6342E05 \\ \hline QQQ & 0.0061412 & 0.0076917 & -0.0003067 & 0.0003685 & 0.00030767 & 3.0672E05 \\ \hline AGG & -0.000376 & -0.000307 & 0.00027699 & 5.63E05 & 3.06721E05 & 6.9247E05 \\ \hline \end{tabular} Assume that you want to restrict your bond investing, investing in AGG, to no more than 60%, and you want to restrict the invetment in eachof the other ETsF to be no more than 30%. Use the solver to find the allocation that minizes risk under these restriction, and fill in the weights in the yellow highlighted cells. Based on these weights, \begin{tabular}{|l|l|l|l|l|} \hline & & & & \\ \hline SPY & QQQ & & \\ \hline & & & mGG & mean \\ \hline \end{tabular}
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