Stocks A, B and C are given. The following two portfolios are on the investment opportunity line ...
Stocks A, B and C are given. The following two portfolios are on the investment opportunity line of these 3 stocks
| Xc | Xb | Xa | |
| Portfolio1 | 0.24 | 0.52 | 0.24 |
| Portfolio 2 | 0.64 | 0.72 | -0.36 |
Where Xi is the weight of portfolio i (i=A,B,C). We have $3000 to invest. We are constructing a new portfolio by investing 2000 in portfolio 1 and 1000 in portfolio 2. What are the weights of each of the stocks in the new portfolio?
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Stocks A, B and C are given. The following two portfolios are on the investment opportunity line ...
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