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You wish to construct the minimum variance efficient (MVE) portfolio that consists of the three stocks: X,Y and Z. The variance-covariance matrix, containing variances of

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You wish to construct the minimum variance efficient (MVE) portfolio that consists of the three stocks: X,Y and Z. The variance-covariance matrix, containing variances of these stocks and covariances between each pair of stocks is given below: The weights of X,Y, and Z in the MVE portfolio are: 25.16%,44.75%,30.09% You wish to construct the minimum variance efficient (MVE) portfolio that consists of the three stocks: X,Y and Z. The variance-covariance matrix, containing variances of these stocks and covariances between each pair of stocks is given below: The weights of X,Y, and Z in the MVE portfolio are: 25.16%,44.75%,30.09%

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