After performing an optimal security selection and asset allocation using stocks ABC and XYZ and...

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Accounting

After performing an optimal security selection and asset allocation using stocks ABC and XYZ and a T-bill, you found the following weights:

y=60%

wABC=70%

wXYZ= 30%

You have $4000 to invest.

You will need to...

Invest $2800 in ABC.

Invest $2400 in the ORP.

Invest $300 in XYZ.

Borrow $1600.

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