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Find the weight Variance Covariance Matrix Expected Returns A B D E F G . 1 3.50% A 0.002 0.0037 0.0028 0.0015 0.0017 0.0007 0.002

image text in transcribedFind the weight

Variance Covariance Matrix Expected Returns A B D E F G . 1 3.50% A 0.002 0.0037 0.0028 0.0015 0.0017 0.0007 0.002 0.0031 0.0015 0.0011 4.00% B 0.0037 0.038 0.0284 0.0076 0.0111 0.0031 0.0127 0.0176 0.0043 0.0043 4.50% C 0.0028 0.0284 0.0267 0.0065 0.0097 0.0031 0.0102 0.0133 0.0038 0.0039 5.00% D 0.0015 0.0076 0.0065 0.0063 0.0049 0.001 0.0046 0.0079 0.0018 0.0014 5.50% E 0.0017 0.0111 0.0097 0.0049 0.0126 0.0016 0.0049 0.0049 0.0007 0.002 6.00% F 0.0007 0.0031 0.0031 0.001 0.0016 0.0026 0.0028 0.0046 0.0011 0.0003 6.50% G 0.002 0.0127 0.0102 0.0046 0.0049 0.0028 0.0122 0.0163 0.0041 0.0022 7.00% H 0.0031 0.0176 0.0133 0.0079 0.0049 0.0046 0.0163 0.0393 0.008 0.0017 7.50% 1 0.0015 0.0043 0.0038 0.0018 0.0007 0.0011 0.0041 0.008 0.0041 0.0011 8.00% J 0.0011 0.0043 0.0039 0.0014 0.002 0.0003 0.0022 0.0017 0.0011 0.0026 Weight Variance Covariance Matrix Expected Returns A B D E F G . 1 3.50% A 0.002 0.0037 0.0028 0.0015 0.0017 0.0007 0.002 0.0031 0.0015 0.0011 4.00% B 0.0037 0.038 0.0284 0.0076 0.0111 0.0031 0.0127 0.0176 0.0043 0.0043 4.50% C 0.0028 0.0284 0.0267 0.0065 0.0097 0.0031 0.0102 0.0133 0.0038 0.0039 5.00% D 0.0015 0.0076 0.0065 0.0063 0.0049 0.001 0.0046 0.0079 0.0018 0.0014 5.50% E 0.0017 0.0111 0.0097 0.0049 0.0126 0.0016 0.0049 0.0049 0.0007 0.002 6.00% F 0.0007 0.0031 0.0031 0.001 0.0016 0.0026 0.0028 0.0046 0.0011 0.0003 6.50% G 0.002 0.0127 0.0102 0.0046 0.0049 0.0028 0.0122 0.0163 0.0041 0.0022 7.00% H 0.0031 0.0176 0.0133 0.0079 0.0049 0.0046 0.0163 0.0393 0.008 0.0017 7.50% 1 0.0015 0.0043 0.0038 0.0018 0.0007 0.0011 0.0041 0.008 0.0041 0.0011 8.00% J 0.0011 0.0043 0.0039 0.0014 0.002 0.0003 0.0022 0.0017 0.0011 0.0026 Weight

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