iii$)$ The weights of all the components at the GMV $($assume a $5\mathrm{.}0\%$ risk free rate from here forward$)(4$

points$)$

iv$)$ The following data about the portfolio at the maximized Sharpe Ratio $(1$ point each$)$:

v$)$ Determine the annual volatility level for the following returns $(15\%,20\%,25\%(6$ points$)$:

vi$)$ Include your excel workbook to produce these answers, with working formulas $($zero for entire

problem if no excel provided$).$

What is dominance and how does it apply to the efficient frontier? Please answer in $2-3$ sentences $(1$

pt$).$