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The Excel file Portfolio Weights Data contains information about two portfolios. Using Matrix Algebra compute the portfolio asset weights for Portfolio C if Portfolio C

  1. The Excel file Portfolio Weights Data contains information about two portfolios. Using Matrix Algebra compute the portfolio asset weights for Portfolio C if Portfolio C has 40% of its funds invested in Portfolio A and 60% of its funds invested in Portfolio B.
  2. PORTFOLIO WEIGHTS DATA
    Assets Portfolio A Weights Portfolio B Weights
    Stock 1 10.00% 14.00%
    Stock 2 15.00% 16.00%
    Stock 3 25.00% 30.00%
    Stock 4 12.00% 15.00%
    Stock 5 18.00% 11.00%
    Stock 6 20.00% 14.00%

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