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their variances, and covariances are given in the accompanying table. Develop and solve a portfolio optimization model for this situation for a target return of

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their variances, and covariances are given in the accompanying table. Develop and solve a portfolio optimization model for this situation for a target return of 12%. Click the icon to view the table. Complete the table of optimal allocations. Table of Returns, Variances, and Covariances (Round to two decimal places as needed.)

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