Target | Portfolio weights |
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μA | x1 | x2 | x3 | Constraint 1 | Constraint 2 | VAR(Rp) |
0.17736 | 0.4069278 | 0.533036 | 0.060035 | 1 | 0.169999 | 4.268093 |
E[Rp,x] | 0.1699999 |
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SD(Rp,x) | 2.0659364 |
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