Assume analysts provide the following types of information. Assume short sales are allowed. What is...

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Finance

Assume analysts provide the following types of information. Assume short sales are allowed. What is the optimum portfolio if the lending and borrowing rate is 5%? (Use two decimal places, in percentage without the percentage sign.)

Mean Standard Covariance
Security Return (%) Deviation (%) A B C
A 10 4 20 40
B 12 10 70
C 15 14

A = [ ] %

B = [ ] %

C = [ ] %

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