This problem continues using the data from the previous problem. The file P07_40.xlsx includes all of the previous data and contains fractions in row 3 for creating a portfolio. These fractions are...


This problem continues using the data from the previous problem. The file P07_40.xlsx includes all of the previous data and contains fractions in row 3 for creating a portfolio. These fractions are currently all equal to 1/27, but they can be changed to any values you like, as long as they continue to sum to 1. For any such fractions, find the estimated mean, variance, and standard deviation of the resulting portfolio return.



Jan 06, 2022
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