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Exercise

The global minimum variance portfolio - Part One

In the previous lab you already determined the global minimum variance portfolio if short sales are allowed.

Let us do a quick recap here: use globalMin.portfolio() to calculate the global minimum variance portfolio for your four stocks when you are allowed to take short positions.

Instructions
100 XP
  • Use the globalMin.portfolio() function to calculate the global minimum variance portfolio here.
  • Use plot() to visualize the weights of your four stocks in the global minimum variance portfolio.
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