The estimated mean, variance, and the standard deviation of the resulting portfolio return. Non-linear programming (NLP): Non-linear programming (NLP) is used in complex optimization problems where the objectives or constraints or sometimes both are non-linear functions of the decision variables. A model can be termed as non-linear for more than one reason.

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Chapter 7.7, Problem 40P

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To calculate: The estimated mean, variance, and the standard deviation of the resulting portfolio return.

Non-linear programming (NLP):

Non-linear programming (NLP) is used in complex optimization problems where the objectives or constraints or sometimes both are non-linear functions of the decision variables. A model can be termed as non-linear for more than one reason.

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