The constraint is just for us to do thesubstitutuon to have one X, in order to findthis X that minimizes the funxtionExercise 3:Find the optimal portfolio of 2- risky assets by hand using the mean absolute deviation method E (Ir E[r)]. Include the budgetconstraint X1 + 2x2 = 151Weights1/½/2assets3

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Find the optimal portfolio of 2- risky assets by hand using the mean absolute deviation method E (Ir E[r)][]. Include the budget constraint X1 + 2x2 = 15 2 Weights /½ 1/2 assets 5

Algebra and Trigonometry (6th Edition)

6th Edition

ISBN:9780134463216

Author:Robert F. Blitzer

Publisher:Robert F. Blitzer

ChapterP: Prerequisites: Fundamental Concepts Of Algebra

Section: Chapter Questions

Problem 1MCCP: In Exercises 1-25, simplify the given expression or perform the indicated operation (and simplify,...

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Question

The constraint is just for us to do the
substitutuon to have one X, in order to find
this X that minimizes the funxtion
Exercise 3:
Find the optimal portfolio of 2- risky assets by hand using the mean absolute deviation method E (Ir E[r)]. Include the budget
constraint X1 + 2x2 = 15
1
Weights
1/½
/2
assets
3

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