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Consider three uncorrelated stocks in the market. Each stock has variance 1. The expected returns are given by 2,3 and 5 respectively. Find the optimal

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Consider three uncorrelated stocks in the market. Each stock has variance 1. The expected returns are given by 2,3 and 5 respectively. Find the optimal mean-variance portfolio min under the feasible portfolio constraint w_1 + w_2 + w_3 = 1 and the fixed risk constraint

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