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[]
["Part 1.","Matrix Multiplication: Five Stock Portfolio"]
[null,"Q: If a Portfolio has given weights, what is the Return, Variance, and StdDev?"]
[null,"WGT(h)",null,"RET(mu)","VCV(V)","AAA","BBB","CCC","DDD","EEE"]
["AAA",0.22774114412756843,null,0.1023,"AAA",0.033709527122511004,0.0037420382416420857,0.008341811129395369,0.00538632101936488,0.004603669104351276]
["BBB",0.2179313665804261,null,0.2312,"BBB",0.0037420382416420857,0.04093183556649686,0.004753454343730303,0.004396941825733933,0.008694681458652136]
["CCC",0.2072672918599421,null,0.1234,"CCC",0.008341811129395369,0.004753454343730303,0.03307211500955202,0.004708396701697091,0.008446712657065427]
["DDD",0.19912894571890807,null,0.0234,"DDD",0.00538632101936488,0.004396941825733933,0.004708396701697091,0.05364965596135087,0.011317844959336307]
["EEE",0.14793125171315524,null,-0.1256,"EEE",0.004603669104351276,0.008694681458652136,0.008446712657065427,0.011317844959336307,0.09221273825754665]
[]
[null,null,null,"RETURN",0.08533988692781178]
[null,null,null,"VARIANCE",0.014161244221849091]
[null,null,null,"STDDEV",0.11900102613779888,0.18360154444478674,0.20231617722391074,0.18185740295504063,0.23162395377281442,0.30366550389786895]
[]
["Part 2.","Solver Optimization: VARIANCE Obj. Function"]
[null,"Q: Which weights give the minimum standard deviation, with and without shorting?"]
[]
[{"$nulls":5},0.2]
[{"$nulls":5},0.2]
[null,"CHOICE VARIABLES:",null,null,null,0.2]
[{"$nulls":5},0.2]
[{"$nulls":5},0.2]
[null,null,null,115,null,1]
[]
[null,"RETURN",null,0.1499999999999999,null,0.07094000000000002]
[null,"OBJECTIVE (VAR):",null,null,null,0.015294384591975803]
[null,"STDEV",null,null,null,0.12367046774382234]
[]
["NOTE: you may need to use F2 followed by CTRL-SHIFT-ENTER to enter matrix equations"]