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Exercise 3 Which specific combination delivers the least amount of risk ( i . e . standard deviation ) ? Use the formula for the

Exercise 3
Which specific combination delivers the least amount of risk (i.e. standard deviation)? Use the formula for the minimum variance portfolio to get the exact weights, calculate its expected return and standard deviation.
Exercise 4
Which specific combination delivers the highest Sharpe ratio? Assume a monthly risk-free rate of 0.2%. Find the exact weights for the optimal risky portfolio and calculate its expected return and standard deviation. What is the portfolio's Sharpe ratio?
PLEASE LABEL ALL FORMULA SYMBOLS!!!
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