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Unformatted text preview: p 2 = ij subject to constraints that x i = 1 and E p = x i E i = 1%. Note in a separate table values of E p and, from the minimized portfolio variance, compute the minimized portfolio standard deviation, p . Now, compute p by changing the value of E p from 1% to 51% in steps of 5%. Plot these points in Excel to generate the minimum variance frontier. Print the table and the minimum variance frontier, and submit it by August 11. Homework 14 1...
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- Summer '07