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Stock 1 Stock 2 Stock 3 Stock 4 Stock 5 Stock 6 Stock 7 Stock 8 Stock 9 Stock 10 18.5962 10.2866 13.7194 5.9854 28.9687
Stock 1 | Stock 2 | Stock 3 | Stock 4 | Stock 5 | Stock 6 | Stock 7 | Stock 8 | Stock 9 | Stock 10 |
18.5962 | 10.2866 | 13.7194 | 5.9854 | 28.9687 | 8.9713 | 44.2491 | 4.4764 | 18.7108 | 11.7426 |
18.4005 | 10.1251 | 13.3409 | 5.8613 | 28.4846 | 8.8149 | 43.5339 | 4.4042 | 18.4796 | 11.5496 |
18.5241 | 10.0343 | 13.2488 | 5.789 | 28.1058 | 8.7836 | 42.5284 | 4.4042 | 18.0276 | 11.4176 |
18.3079 | 9.8526 | 13.3409 | 5.6753 | 27.2114 | 8.6688 | 41.0048 | 4.3424 | 17.1656 | 11.1433 |
18.2461 | 9.7314 | 13.3204 | 5.6029 | 26.8747 | 8.6897 | 40.9633 | 4.2805 | 17.1866 | 11.1129 |
18.2255 | 9.6406 | 13.0646 | 5.5099 | 26.4643 | 8.5332 | 40.4865 | 4.2289 | 16.3457 | 11.0011 |
18.1225 | 9.7112 | 13.0544 | 5.4892 | 26.3591 | 8.5958 | 40.2688 | 4.2701 | 15.7781 | 11.0417 |
18.2564 | 9.792 | 13.2181 | 5.6546 | 26.78 | 8.6584 | 41.0151 | 4.002 | 15.5258 | 11.2754 |
18.277 | 9.6103 | 12.9828 | 5.4892 | 26.3591 | 8.5228 | 40.2377 | 3.9195 | 15.6414 | 10.9199 |
18.1843 | 9.4488 | 12.8805 | 5.4272 | 26.2117 | 8.5749 | 39.9371 | 3.9917 | 15.8411 | 10.8183 |
17.9372 | 9.3478 | 13.0033 | 5.3548 | 25.6856 | 8.481 | 39.6573 | 3.9504 | 15.3786 | 10.798 |
18.2049 | 9.368 | 13.3613 | 5.4478 | 25.875 | 8.6167 | 40.1237 | 3.8679 | 15.4837 | 10.9199 |
18.3388 | 9.368 | 12.9828 | 5.3651 | 24.7281 | 8.5958 | 40.217 | 3.8576 | 14.9371 | 10.8691 |
18.73 | 9.5396 | 13.2693 | 5.4065 | 24.3177 | 8.5332 | 40.5798 | 3.8473 | 14.9266 | 11.0417 |
18.7918 | 9.8828 | 13.2488 | 5.4478 | 24.5702 | 8.5958 | 41.098 | 3.8576 | 16.0409 | 11.1738 |
Describe the method mathematically to determine the optimal tangential portfolio when short selling isn't allowed. Suppose risk-free asset is available and the risk-free rate=1.7%. With weights stocks 1-10 of weight 0.07, 0.09, 0.11, 0.13, 0.15, 0.17, 0.19, 0.03, 0.04, 0.02 respectively
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