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The following table contains expected return and variance for each of three stocks. It also has three different portfolios each of which has a different
- The following table contains expected return and variance for each of three stocks. It also has three different portfolios each of which has a different weight for each of the three stocks.
- Calculate expected return of each of the three portfolios
- Calculate portfolio variance for each of the three portfolios
- Can one of these portfolios be rejected because it is sub-optimal i.e. not on the efficient frontier? If so, which one and why?
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