Due date today 8 p.m NEW YORK TIME
1) Find portfolio weights, portfolio standard deviation when E(rp)=20% on the Efficient Frontier.
2) Find portfolio weights, portfolio standard deviation, and portfolio expected return for the minimum variance portfolio.
3) Find portfolio weights, portfolio standard deviation, and portfolio expected return for the optimal risky portfolio. Assume risk-free rate is 0.5%.
(disregard the solutions provided here)
