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Use weights: 0.1-1.0 and Sharpe ratio for the following portfolios: SP500/ Real Estate (CSI) - SP500/ 10 yr Government bond - Real Estate/10 yr Government

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and Sharpe ratio for the following portfolios: SP500/ Real Estate (CSI) - SP500/ 10 yr Government bond - Real Estate/10 yr Government bond Calculate the parameters for all combinations of weights, then graph the parameters for each portfolio and decide which portfolio would you invest into and in what proportions. Covariance matrix sp500 csi 10 yr sp500 0.005459 csi 10 yr 0.000126 0.000038 0.000303 0.000228 0.00057 Averages Sp500 CSI 10 yr 0.0194 0.0099 0.0584 and Sharpe ratio for the following portfolios: SP500/ Real Estate (CSI) - SP500/ 10 yr Government bond - Real Estate/10 yr Government bond Calculate the parameters for all combinations of weights, then graph the parameters for each portfolio and decide which portfolio would you invest into and in what proportions. Covariance matrix sp500 csi 10 yr sp500 0.005459 csi 10 yr 0.000126 0.000038 0.000303 0.000228 0.00057 Averages Sp500 CSI 10 yr 0.0194 0.0099 0.0584

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