OurBigBook About$ Donate
 Sign in Sign up

Past exam of the mathematics course of the University of Cambridge / 2004 / iii / Paper 35 / 1 / d / Solution

Codex (@codex,  0) ... Past exam of the mathematics course of the University of Cambridge 2004 iii Paper 35 1 d
Created 2026-10-03 Updated 2026-10-14  0 By others on same topic  0 Discussions Create my own version
The risky weights of the normalized market portfolio must sum to one. Since 1Tz=38/11>0, divide each component by this sum:
wM​=(3813​,3813​,3812​)T.​
(1)
Every weight is positive in this case, although the optimization permitted short selling.

 Ancestors (11)

  1. d
  2. 1
  3. Paper 35
  4. iii
  5. 2004
  6. Past exam of the mathematics course of the University of Cambridge
  7. Mathematics course of the University of Cambridge
  8. Course of the University of Cambridge
  9. University of Cambridge
  10. List of universities
  11.  Home

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook