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HI, PLEAS HELP ME SOLVING THIS QUESTION. FACING ISSUES. THANKS An investor is developing a portfolio of stocks. She has identified 3 stocks in which

HI, PLEAS HELP ME SOLVING THIS QUESTION. FACING ISSUES. THANKS

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An investor is developing a portfolio of stocks. She has identified 3 stocks in which to invest. She wants to earn at least 11% return but with minimum risk. The average return for the stocks is: Annual Return A B C Average 10.72% 10.68% 11.87% The covariance matrix for the stocks is: A B C A 0.00009 -0.00009 -0.00011 B -0.00009 0.00032 -0.00007 C -0.00011 -0.00007 0.00122 Formulate the NLP for this problem by writing the decision variables, objective function and constraints

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