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MINIMUM VARIANCE WITH RETURN TARGET PORTFOLIO Using the provided data solve for the portfolio weights which would produce the minimum variance protfolio with a portfolio
MINIMUM VARIANCE WITH RETURN TARGET PORTFOLIO Using the provided data solve for the portfolio weights which would produce the minimum variance protfolio with a portfolio raturn of at least 1.3%. Allow for short selling. AMZN WMT NOK GE 1.26% 0.43% MSFT 1.25% PFE 1.29% Return 1.85% 1.11% 0.19% Variance 0.63% 0.20% 1.06% 3.74% 19.34% 0.5 6.54% 0.34% 5.87% 0.1 Standard deviation Weight Sum of weights 7.94% 0.1 4.47% 0.1 4.41% 0.1 0.9 Return MSFT Return AMZN Return WMT 0.002238034 0.001136553 Return GE Return MSFT Return AMZN Return PFE Return WMT Return GE 0.004273648 0.001747885 0.002238034 0.001473122 0.001136553 0.001747885 0.003448741 0.001236066 0.000495836 0.000512768 0.001493252 0.001236066 0.006304789 0.001119676 0.000810632 0.003704317 Return PFE 0.001473122 0.000495836 0.001119676 0.002001953 0.000894571 0.000512768 0.000810632 0.000894571 0.001946485 0.002105754 Return NOK 0.002913437 0.001493252 0.003704317 0.001854707 0.002105754 0.037396426 Return NOK 0.002913437 0.001854707 #VALUE! Portfolio return Portfolio variance Portfolio standard deviation #VALUE! #VALUE! MINIMUM VARIANCE WITH RETURN TARGET PORTFOLIO Using the provided data solve for the portfolio weights which would produce the minimum variance protfolio with a portfolio raturn of at least 1.3%. Allow for short selling. AMZN WMT NOK GE 1.26% 0.43% MSFT 1.25% PFE 1.29% Return 1.85% 1.11% 0.19% Variance 0.63% 0.20% 1.06% 3.74% 19.34% 0.5 6.54% 0.34% 5.87% 0.1 Standard deviation Weight Sum of weights 7.94% 0.1 4.47% 0.1 4.41% 0.1 0.9 Return MSFT Return AMZN Return WMT 0.002238034 0.001136553 Return GE Return MSFT Return AMZN Return PFE Return WMT Return GE 0.004273648 0.001747885 0.002238034 0.001473122 0.001136553 0.001747885 0.003448741 0.001236066 0.000495836 0.000512768 0.001493252 0.001236066 0.006304789 0.001119676 0.000810632 0.003704317 Return PFE 0.001473122 0.000495836 0.001119676 0.002001953 0.000894571 0.000512768 0.000810632 0.000894571 0.001946485 0.002105754 Return NOK 0.002913437 0.001493252 0.003704317 0.001854707 0.002105754 0.037396426 Return NOK 0.002913437 0.001854707 #VALUE! Portfolio return Portfolio variance Portfolio standard deviation #VALUE! #VALUE
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