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  3. 4. suppose that there are three stocks trading in

4. Suppose that there are three stocks trading in the financial market: Stock A, Stock...

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4. Suppose that there are three stocks trading in the financial market: Stock A, Stock B, and Stock C. (a) The problem of mean-variance portfolio analysis is given by: for any rpER, min such that 1 W1 11 12 13 3 3 31 32 33 i. (2 points) Prove that the optimal portfolio weight vector is given by: where A is 4. Suppose that there are three stocks trading in the financial market: Stock A, Stock B, and Stock C. (a) The problem of mean-variance portfolio analysis is given by: for any rpER, min such that 1 W1 11 12 13 3 3 31 32 33 i. (2 points) Prove that the optimal portfolio weight vector is given by: where A is

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