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You are given a four security portfolio: Correlations: You have a target rate of return of 1 4 . 2 % . Solve for the
You are given a four security portfolio:
Correlations:
You have a target rate of return of Solve for the portfolio weights which minimize the portfolio
standard deviation and achieves the target return. In this exercise the weights can be negative.
What is the minimum standard deviation and what is the expected return?
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