Problem

Your eccentric Aunt Claudia has left you $50,000 in Canadian Pacific shares plus $50,000 c...

Your eccentric Aunt Claudia has left you $50,000 in Canadian Pacific shares plus $50,000 cash. Unfortunately her will requires that the Canadian Pacific stock not be sold for one year and the $50,000 cash must be entirely invested in one of the stocks shown in Table 7.9. What is the safest attainable portfolio under these restrictions?

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Solutions For Problems in Chapter 7