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If you form an equally weighted index using these 11 ETFs, what is the expected return for this equally weighted index Using the data from
If you form an equally weighted index using these 11 ETFs, what is the expected return for this equally weighted index
Using the data from problem 11, what is the standard deviation for this equally weighted index formed using these 11 ETFs?
Consider the simple case where short sales are allowed, but short positions must be greater than or equal to 50% and long positions must be less than or equal to 50%. Use Excel Solver to find the Minimum Variance Portfolio (MVP). What is the portfolio standard deviation for the MVP portfolio?
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