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Given the returns in the table below, identify the minimum variance portfolio weights necessary to create a portfolio of these stocks with an expected return
Given the returns in the table below, identify the minimum variance portfolio weights necessary to create a portfolio of these stocks with an expected return of 13%. You will need to use the solver in Excel to accomplish this task. How does your answer change when the expected return of the portfolio is increased to 16%? In these two scenarios how do the standard deviations compare? What is driving this distance?
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