jmbejara
commented
5 years ago Sorry about that! I might have mixed up my notation. 𝜇 is a vector containing the expected mean of each asset. There are 5 assets in our case, so it's a 5 x 1 vector.
Closed sicelyli closed 5 years ago
jmbejara
commented
5 years ago Sorry about that! I might have mixed up my notation. 𝜇 is a vector containing the expected mean of each asset. There are 5 assets in our case, so it's a 5 x 1 vector.
Just want to make sure that in Q7, after the formulas for the analytical solutions, you said that "Note that [𝜇 𝟙] is an 𝑁×2 matrix." But I think the number of rows for [𝜇 𝟙] is k rather than N. Which is the correct row number?