Math Question 8: Consider three risky securities with expect…
Math Question 8: Consider three risky securities with expected returns µ1 = 0.08, µ2 = 0.10, µ3 = 0.16 and with the covariance matrix and its inverse given by Screenshot 2025-05-05 at 1.24.45 PM.png (a) Find the weights of the minimum variance portfolio with these three securities. (b) Does this portfolio involve short-selling? Answer each part of the question above on paper. Once completed, select “True” below.