If Det C Is Not Equal To 0 Then The Portfolio Weight Vector Tilde W Lies On The

/in /by

If det(C) is not equal to 0, then the portfolio-weight vector ​ lies on the MLV (with mean return  ) then it can be expressed as

​​​

where ​ and ​ do not depend on . Explicitly write down the quantities ​ and ​ .

 
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