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just need part c please here is the answers for a and b Market: E(RM)-0.12, ?2Ar-0.16; r,-0.02 You also received information regarding four candidate securities

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just need part c please

here is the answers for a and b

image text in transcribed

image text in transcribed

Market: E(RM)-0.12, ?2Ar-0.16; r,-0.02 You also received information regarding four candidate securities for your active portfolio A: Security | ai | A | ??? 0.061.100.60 2 0.03 0.90 0.50 3 -0.011.20 0.32 0.02 0.80 0.40 4 Your tasks are: la) Generate active portfolio A (report weights wAI, Wa2, wA3, and wa4) I b) Generate key parameters of portfolio A (report a, ?, ?2A, R, ?2A, Cov(Rx, RM)) 1c) Use the information regarding M, rs, and A to produce the parameters of the improved portfolio P (report wM., wx, E(r), and ? Market: E(RM)-0.12, ?2Ar-0.16; r,-0.02 You also received information regarding four candidate securities for your active portfolio A: Security | ai | A | ??? 0.061.100.60 2 0.03 0.90 0.50 3 -0.011.20 0.32 0.02 0.80 0.40 4 Your tasks are: la) Generate active portfolio A (report weights wAI, Wa2, wA3, and wa4) I b) Generate key parameters of portfolio A (report a, ?, ?2A, R, ?2A, Cov(Rx, RM)) 1c) Use the information regarding M, rs, and A to produce the parameters of the improved portfolio P (report wM., wx, E(r), and

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