How the cv of the optimal portfolio compares with the cv

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Problem 1: Find the combination of the weights that minimizes CV of the portfolio. How the CV of the optimal portfolio compares with the CVs of its constituents. What is the expected rate of return and standard deviation of the rate of return of the portfolio?

Problem 2: Choose different values within the range of the standard deviation of the portfolio, and for each chosen value locate the corresponding point on the efficient frontier by finding the weights that maximize the expected rate of return of the portfolio. Subsequently, construct the efficient frontier of your portfolio

Reference no: EM132968788

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