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IVIN420. 110eWUIK U 1. The equations (in vector form) for an efficient portfolio formed from n risky assets (in the notation defined in class) are:

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IVIN420. 110eWUIK U 1. The equations (in vector form) for an efficient portfolio formed from n risky assets (in the notation defined in class) are: Ew = \ + pe (1), w':= (2), w'.e=1 (3). a - B 9 - Bri (i) Solve these to show that = Qy - 82; = 1- Bri ay - 32 and w=19-l; where a = es-le, Bee's-1r and y=r'e-lr. IVIN420. 110eWUIK U 1. The equations (in vector form) for an efficient portfolio formed from n risky assets (in the notation defined in class) are: Ew = \ + pe (1), w':= (2), w'.e=1 (3). a - B 9 - Bri (i) Solve these to show that = Qy - 82; = 1- Bri ay - 32 and w=19-l; where a = es-le, Bee's-1r and y=r'e-lr

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