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Maximize s.t. E(rp)-rf op E(rp) = w₂E(₁) + WEE(VE) 0²=w₂o+w²0² +2wowe Cov(rr) 2 D D 1 р WD + WE = 2 E E

Maximize s.t. E(rp)-rf op E(rp) = w₂E(₁) + WEE(VE) 0²=w₂o+w²0² +2wowe Cov(rr) 2 D D 1 р WD + WE = 2 E E

Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter6: The Trigonometric Functions
Section: Chapter Questions
Problem 25T
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Maximize s.t. E(rp)-rf op E(r)=w₂E()+w₂E(r) 2 2 0² = w₂0² + w₂0² + 2w₁ W₂ COV(DE) σ р D E E WD + WE = 1
Transcribed Image Text:Maximize s.t. E(rp)-rf op E(r)=w₂E()+w₂E(r) 2 2 0² = w₂0² + w₂0² + 2w₁ W₂ COV(DE) σ р D E E WD + WE = 1
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