I JUST WANTED TO ASK Q3

Suppose that you are about to construct a portfolio of three risky assets, Stock A, Stock B, and Stock C. You have 100.000 TL of capital to invest. Relevant data regarding these stocks are presented as follows: Stock A B C Expected return Variance Investment amount 20% 3.24% 30.000 TL 25% 1.44% 40.000 TL 30% 0.25% 30.000 TL Correlation Matrix A B 100% 65% 100% 55% 75% 100% A B C INSTRUCTIONS Q1: Find the portfolio expected return. (10 points) Q2: Find the portfolio risk (standard deviation) by means of MATRIX ALGEBRA! (15 points) Q3: Calculate the relevant weights that enable you to construct the global minimum variance portfolio under the assumption of a. no short-selling is allowed (1.e. weights must be positive). (15 points) b. short-selling is allowed (i.e. weights can be negative). (15 points)