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ECON3107 Economics of Finance

Assignment 1

Q1a) The expected return for fund Y can be given by1 :

general formula (symbols)=explicit answer(numbers)

b) Fund (﹒} is the most appropriate investment, because...

Q2a)

b)

Appendix I: Collective Python Code Q1a)(example, not actual code)

import  numpy  as  np

import  scipy

from  scipy.optimize  import  linprog

Q  =np.array([[-20,-43],

[-20,-28],

[-20,-28]])

c  =  np.array([-40,-30,-20])

ps  =  np.array([19,35])

n  =  linprog(ps,  Q,  c)

print(n.x)

print(n.fun)

Appendix II: Reference (optional)