Find portfolio weights

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Reference no: EM132849568

You found the expected returns and variance-covariance matrix of returns for 3 stocks:

          Amazon               Walmart                 Exxon

E(r)        36.9%                  16.8%               4.5%

                Amazon                Walmart               Exxon

Amazon       0.36

Walmart       0.06                          0.16

Exxon             0.1                        0.07                   0.09

Attempt 1/10 for 9.5 pts.

Problem 1) Find portfolio weights, portfolio standard deviation when E(rp)=20% on the Efficient Frontier.

Problem 2) Find portfolio weights, portfolio standard deviation, and portfolio expected return for the minimum variance portfolio.

Problem 3) Find portfolio weights, portfolio standard deviation, and portfolio expected return for the optimal risky portfolio. Assume risk-free rate is 0.5%.

Reference no: EM132849568

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