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What are the stock weights of the minimum variance portfolio, assuming no short selling? Stock Name Return Weight Variance Covariance Matrix CAM .03 .25 .0223

  1. What are the stock weights of the minimum variance portfolio, assuming no short selling?

Stock Name

Return

Weight

Variance

Covariance

Matrix

CAM

.03

.25

.0223

.005

-.009

FIT

.06

.4

.005

.022

.002

DAN

-.01

.35

-.009

.002

.015

CAM FIT DAN

A .333 .333 .333

B .721 0 .279

C .35 .34 .31

D .529 0 .471

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