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Suppose the mean returns for stock YINN, TQQQ, and SPY are -0.01, 0.01, and 0.008, and the variances for the three stocks are 0.005, 0.004,
Suppose the mean returns for stock YINN, TQQQ, and SPY are -0.01, 0.01, and 0.008, and the variances for the three stocks are 0.005, 0.004, and 0.003. Lets also assume the correlation between any of the two stocks is zero (although this is not true in reality), calculate the mean-variance efficient portfolio weights
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