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In constructing portfolios, each of your seven companies must have a weight, w, of not less than 5% and not more than 25%. In constructing

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In constructing portfolios, each of your seven companies must have a weight, w, of not less than 5% and not more than 25%. In constructing portfolios remember that the sum of the weights for all seven companies must equal 1. That is: onsgwigozs, i=1,. . .7 Identify the portfolio with the lowest expected standard deviation, again by showing weights for each company in your portfolio. What is the expected variance of this portfolio, and what is its expected return? Explain your method of identifying the portfolio, and how you chose the different weights for each company

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