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Using Solver or Goal Seek, find two envelope portfolios that would yield a standard deviation of 7%. What would be the corresponding expected returns for
Using Solver or Goal Seek, find two envelope portfolios that would yield a standard deviation of 7%. What would be the corresponding expected returns for each of these portfolios? Variance-covariance matrix Means Asset Port. 1 Investment Port. 2 Investment Stock B Stock C Stock D Stock E Stock F Stock G Stock A 0.0012 Stock A 0.0014 0.0016 0.0006 0.0015 0.0018 0.0010 Stock A 0.0298 0.0084 0.0117 0.0048 0.0035 0.0051 0.0014 0.0016 0.0006 0.0084 0.0141 0.0062 0.0114 0.0139 0.0052 0.0023 0.0049 0.0040 0.0117 0.0114 0.0042 Stock B Stock C Stock D Stock E Stock F Stock G 1.7464% 10.1371% 2.1050% 5.6638% 3.5902% 5.9429% 1.5438% Stock B Stock C Stock D Stock E Stock F Stock G $350 $900 $700 $850 $375 $625 $400 $500 $400 $700 $600 $800 $900 $1,000 0.0048 0.0052 0.0023 0.0058 0.0020 0.0023 0.0015 0.0018 0.0010 0.0035 0.0062 0.0020 0.0042 0.0040 0.0065 0.0031 0.0031 0.0024 0.0051 0.0049 0.0023 Using Solver or Goal Seek, find two envelope portfolios that would yield a standard deviation of 7%. What would be the corresponding expected returns for each of these portfolios? Variance-covariance matrix Means Asset Port. 1 Investment Port. 2 Investment Stock B Stock C Stock D Stock E Stock F Stock G Stock A 0.0012 Stock A 0.0014 0.0016 0.0006 0.0015 0.0018 0.0010 Stock A 0.0298 0.0084 0.0117 0.0048 0.0035 0.0051 0.0014 0.0016 0.0006 0.0084 0.0141 0.0062 0.0114 0.0139 0.0052 0.0023 0.0049 0.0040 0.0117 0.0114 0.0042 Stock B Stock C Stock D Stock E Stock F Stock G 1.7464% 10.1371% 2.1050% 5.6638% 3.5902% 5.9429% 1.5438% Stock B Stock C Stock D Stock E Stock F Stock G $350 $900 $700 $850 $375 $625 $400 $500 $400 $700 $600 $800 $900 $1,000 0.0048 0.0052 0.0023 0.0058 0.0020 0.0023 0.0015 0.0018 0.0010 0.0035 0.0062 0.0020 0.0042 0.0040 0.0065 0.0031 0.0031 0.0024 0.0051 0.0049 0.0023
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