Answered step by step
Verified Expert Solution
Question
1 Approved Answer
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
- 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
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started