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Hi there, I am currently constructing a tangency portfolio in excel as part of a group assignment. The weights of the stocks, expected return and
Hi there, I am currently constructing a tangency portfolio in excel as part of a group assignment. The weights of the stocks, expected return and st dev are the same as the what was calculated in the global mean variance portfolio (GMVP) that we constructed. Is this correct? If not, what formulas are used to construct these values for a tangency portfolio? Any help would be greatly appreciated.
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