Calculate the efficient portfolio

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Reference no: EM131453745

Question: Consider the data below for six furniture companies.

a. Given this matrix, and assuming that the risk-free rate is 0%, calculate the efficient portfolio of these six firms.

b. Repeat, assuming that the risk-free rate is 10%.

c. Use these two portfolios to generate an efficient frontier for the six furniture companies. Plot this frontier.

d. Is there an efficient portfolio with only positive proportions of all the assets?

Reference no: EM131453745

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