Markowitz Model

Markowitz Model - Squared Terms Cross-Products Stock 1 0.20...

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Markowitz Model Data Expected Variance-Covariance Matrix Return Stock 1 Stock 2 Stock 1 10% Stock 1 0.03 0.02 Stock 2 12% Stock 2 0.03 Stock 3 7% Stock 3 Target Return 10% Model Variance Calculations Allocation
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Unformatted text preview: Squared Terms Cross-Products Stock 1 0.20 Stock 2 0.60 0.01 Stock 3 0.20 Total 1 Expected Return 10.6% Variance 0.017 Stock 3 0.01...
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This note was uploaded on 09/21/2011 for the course BITM 215 taught by Professor Ross during the Spring '08 term at SUNY Albany.

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Markowitz Model - Squared Terms Cross-Products Stock 1 0.20...

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