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You are considering the following assets: A, B, and C, for your portfolio. You are trying to determine what weights of each asset would be
You are considering the following assets: A, B, and C, for your portfolio. You are trying to determine what weights of each asset would be the best. You have 4 potential portfolio weights that you are considering which are given below. For example, portfolio 4 has 25% of Asset A, 25% of Asset B and 50% of Asset C. Assets E[Ret] 10.0% 20.0% 30.0% Std Dev 20.0% 50.0% 60.0% Port 1 100% 0% 0% Weight Port 2 Port 3 50% 50% 50% 0% 0% 50% Port 4 25% 25% 50% B Report the expected return and standard deviation of return for each portfolio. Plot the 3 assets individually as well as the portfolios with X: Std Dev and Y: E[R]. What can you learn from this plot
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