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Use the N risky asset spreadsheet template ( the < 5 AEF - Completed > worksheet ) in Excel Outboxes.xls to save the efficient frontier
Use the N risky asset spreadsheet template the AEF Completed worksheet in Excel Outboxes.xls to save the efficient frontier optimization results for five risky assets with expected returns from through in increments of
Solve the program for each target level of return and copy the weights into the results table for two scenarios: no short sale and short sales allowed.
Chart your results. What is the difference between the two scenarios?
Why would investors hold only portfolios where mu Target mu MVP
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