Times the investment in large cap stocks

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Express the following restrictions as linear constraints: (i) The β of the portfolio should be between 0.9 and 1.1. (ii) Assume that the stocks are partitioned by capitalization: large, medium and small. We want the portfolio to be divided evenly between large and medium cap stocks, and the investment in small cap stocks to be between two and three times the investment in large cap stocks

Reference no: EM132413462

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