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I am given an assignment to choose 10 stocks that will outperform the S&P from 20 October to 20 November. I need to calculate the

I am given an assignment to choose 10 stocks that will outperform the S&P from 20 October to 20 November. I need to calculate the optimal weights. Should I look at at monthly historical data or given that I need to predict near future, I should consider daily returns.

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