标题: Solve for asset classes [打印本页] 作者: joehogue 时间: 2011-7-11 20:08 标题: Solve for asset classes
Hi,
during the several practice exams I saw several issues regarding solving for asset class weight. I.e. some corner portfolios are given and you have to solve for the optimal weights to get a specific return.
This works in the formula overall return = Return of portfolio 1 w + return portfolio 2 (1-w)
How can I quickly solve for the weight. I tried a trial and error process so for. Is there also a function on the calculator?
