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Solve for the weights of each: 5.8175W A + 3W B = 5 Where: W A + W B = 1
Solve for the weights of each:
5.8175WA + 3WB = 5
Where:
WA + WB = 1
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Fundamentals Of Futures And Options Market
Authors: John C. Hull
6th Edition
0132242265, 9780132242264
