Making use of Lagrange Multipliers for Markowitz Model

EXERCISE 1: You are given the following: 11 = 10%. = 15%, 5 = 12.5% a{ = 0.1, ai = 0.095, o} = 0.15. Pin) = 0 61 = 1,2,3 An investor wants a minimum variance portfolio with 14% expected returns. EXERCISE 1: You are given the following: 11 = 10%. = 15%, 5 = 12.5% a{ = 0.1, ai = 0.095, o} = 0.15. Pin) = 0 61 = 1,2,3 An investor wants a minimum variance portfolio with 14% expected returns