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The Excel file Portfolio Weights Data contains information about two portfolios . a. Using Matrix Algebra c ompute the portfolio asset weights for Portfolio C
The Excel file Portfolio Weights Data contains information about two portfolios.
a. Using Matrix Algebra compute the portfolio asset weights for Portfolio C if Portfolio C has 44% of its funds invested in Portfolio A and 56% of its funds invested in Portfolio B.
b. Using EXCELs Data Table Feature, create a one-way data table to compute the Portfolio C asset weights by varying the proportion of funds invested in Portfolio A from 0 to 1 in increments of 0.20. Portfolio C will consist of the appropriate proportion of funds invested in Portfolio A and the remainder of the funds invested in Portfolio B.
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