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D IC SEE $ % -28 Clipboard 21 Conditional Format as Cell Formatting Table Styles Styles Font Alignment Number TextBox1 A E G H K
D IC SEE $ % -28 Clipboard 21 Conditional Format as Cell Formatting Table Styles Styles Font Alignment Number TextBox1 A E G H K M 2 B C D Variance-covariance matrix 0.30 0.02 -0.05 0.02 0.40 0.06 -0.05 0.06 0.60 F Means 10% 12% 14% 3 4 S 6 Portfolio1 Portfolio2 30% 50% 20% 40% 50% 10% Three assets have the means and variance-covariance matrix as given. Calculate the statistics - mean, variance, standard deviation, covariance, correlation - for the portfolios. Create a chart of the mean and standard deviation of combinations of portfolios. Plot the portfolio frontier. O O 7 Asset1 8 Asset2 9 Asset3 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26
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