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Fin 691 5 3 Graded Portfolio Modeling Problem Set

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Excel
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Southern New Hampshire University
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Instructions: calculate the cell in YELLOW below: Consider the data below and find the portfolio weights so that the expected return of the portfolio is 12%. What is the corres Mean return Stock 1 Stock 2 Covariance(r1,r2) Proportion of stock 1 Proportion of stock 2 Standard deviation of return 11% 30% 15% 55% 0.07350 0.25 GIVEN 0.75 ...
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