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  3. Intro to Computational Finance with R

Exercise

An Efficient Portfolio with the SD of Boeing

In this final exercise, you want to find the efficient portfolio (combination of T-bills and tangency portfolio) that has the same risk (SD) as Boeing.

Instructions

100 XP
  • Assign the weight of the tangency portfolio to tangency_weight.
  • Calculate the portfolio parameters for this portfolio and assign them to mu_portfolio_efficient and sd_portfolio_efficient.
  • Have a look at the plot.