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QUESTIONS AND PROBLEMS 1. Assume analysts provide the following types of information. Assume (standard defi-...

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Finance

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QUESTIONS AND PROBLEMS 1. Assume analysts provide the following types of information. Assume (standard defi- nition) short sales are allowed. What is the optimum portfolio if the lending and bor- rowing rate is 5%? Covariance with Mean Return Standard Deviation Security A B 20 A B 10 12 4 10 14 40 70 18 QUESTION 2 10 points Save Answer Refer to the text, Chapter 6: Problem 1. What is the expected return for the optimal portfolio? QUESTION 3 10 points Save Answer Refer to the text, Chapter 6: Problem 1. What is the standard deviation of the optimal portfolio

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