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ANY CODE NEEDS TO BE IN R PLEASE Question 3 Portfolio Management Suppose we...

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ANY CODE NEEDS TO BE IN R PLEASEimage

Question 3 Portfolio Management Suppose we have N stocks whose future prices follow a simple binomial model. Specifically, it follows that the future return of stock i (Ri) for all i = 1, ..., N can be described as 9 ui Pi Ri { (5) di 1- Pi with w; (di) denoting the return on stock i in the good (bad) state such that di

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