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what is the expected return for the optional portfolio? excel please 1. Assume analysts provide the following types of information. Assume (standard defi- nition) short

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what is the expected return for the optional portfolio? excel please

1. Assume analysts provide the following types of information. Assume (standard defi- nition) short sales are allowed. What is the optimum portfolio if the lending and bor- rowing rate is 5%? Covariance with Security Mean Return Standard Deviation A B C 10 4 20 A B 12 10 40 70 18 14

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