There are just three assets with rates of return e covariance matrix and the expected rates of return are v= 「2 1 0
1 2 1
0 1 2]
r=[ 4
8
8]
(a) Find the minimum-variance portfolio. [Hint: By symmetry wi w3]
(b) Find another efficient portfolio by setting λ = 1, μ = 0.
(c) If the risk-free rate is rf = .2, find the efficient portfolio of risky assets.

5=812a+9+3

step 1: simplify both sides of the equation.

5=812a+9+3

5=(812a)+(9+3)(combine like terms)

5=812a+12

5=812a+12

step 2: flip the equation.

812a+12=5

step 3: subtract 12 from both sides.

812a+12−12=5−12

812a=−7

step 4: divide both sides by 812.

812a /812 = -7/812

a= -1/116

so the answer is

a=   -1/116

can you put the picture up?

step-by-step explanation:

she was supposed to add the hours(38.5) and multiply the amount of money she earned(7.50) resulting in $288.75 .

correct me if i'm wrong and if it is i'm truly sorry.

this is the formula: v = the value of investment at the end of the time period

p = the principal amount (the initial amount invested)

r = the annual interest rate

n = the annual frequency of compounding (how many times a year interest is added)

t = the number of years the money is invested

^ means raise to the power of