Soru 10 Suppose that there are 4 assets (Apple, Best Buy, Cisco, and Dell) in a market with the expected returns equal to r. Also suppose that the weights of the minimum variance portfolio is given as wA and the weights of another portfolio on the efficient frontier is given as w where 0.5 10% 20% 25% 15% -0.3 0.4 0.3 F= WA= WB= 0.5 0.6 Find the portfolio weights which have expected return of 17.5%. If you have 1000 TL how would you divide your money? Value of asset A: TL Value of asset B: TL Value of asset C: TL Value of asset D: TL