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I ' m really stuck on this assignment, and need help with the next steps. I calculated some of the matrix, but I don't know
Im really stuck on this assignment, and need help with the next steps. I calculated some of the matrix, but I don't know how to find the weightings of each asset, and I need help graphing the efficiency frontier. Please help! Here are the requirements:
You need to make an asset allocation recommendation based on the following asset classes and their respective benchmarks. To do this, you need to calculate the efficient frontier, determine the minimum variance and optimal risk portfolio for each of the following scenarios:
Scenario Short selling is permitted
aThe efficient frontier graph
bThe return, risk and composition of the minimum variance portfolio
cThe return, risk and composition of the optimal risky portfolio
Scenario Short selling is Not permitted
aThe efficient frontier graph
b The return, risk and composition of the minimum variance portfolio
cThe return, risk and composition of the optimal risky portfolio
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