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When calculating the efficient frontier in case 1, how would you describe the following portfolio with assets a, b, c and Risk free rate asset
When calculating the efficient frontier in case 1, how would you describe the following portfolio with assets a, b, c and Risk free rate asset F in money terms: Total amount: $199,999.00 USD Wa: 112,555 USD Wb: 187, 424 USD Wc: -68,506 USD WF: -31,474 USD Wa: buy 112,555 USD, Wb: buy 187,424 USD, Wc: short sell 68,506 USD, WF: borrow 31,474 USD Wa: sell 112,555 USD, Wb: buy 187,424 USD, Wc: short sell 68,506 USD, WF: lend 31,474 USD Wa: buy 112,555 USD, Wb: buy 187,424 USD, Wc: buy 68,506 USD, WF: borrow 31,474 USD Wa: buy 112,555 USD, Wb: buy 187,424 USD, Wc: buy 68,506 USD, WF: borrow 31,474 USD
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