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How do I calculate the tangency portfolio for all 4 countries? To get the answers 41% 58% 10% and -9% eg shorting 9% How did

How do I calculate the tangency portfolio for all 4 countries? To get the answers 41% 58% 10% and -9% eg shorting 9% image text in transcribed
How did re 'cula e tha vitight of the fa cen v ortfolio with 4 countries US 0.67 UK 0.67 0.58 0.49 Germany 0.56 0.58 1.01% 4.16% UK. 1.35% 5.79% Japan 1.08% 666% Germany 0.97% 6.17% US/UK only All four countries US 43% UK Japan Germany Expected return 1.2049% Standard deviation 4.69% 4.71%

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