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Choose one option below Calculating a set of mean-variance optimal portfolios may produce some portfolios where some assets are assigned negative weights. These negative weights
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Calculating a set of mean-variance optimal portfolios may produce some portfolios where some assets are assigned negative weights. These negative weights mean
Calculating a set of mean-variance optimal portfolios may produce some portfolios where some assets are assigned negative weights. These negative weights mean
the asset is to be sold short
there is an error in the calculation
the asset should be removed from the calculation
the asset should only be held in a separate portfolio
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