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Optimal portfolio composition for 9 risky and one risk-free assets (with the Aptech Gauss codes)

The project for Economics of Financial Markets.
By using Lagrange method and keeping returns as constant we chose weights to minimize the variance of portfolio returns.

The write up for the project describes the Lagrangian determination methods and discusses the results.

These are the Aptech Gauss codes for the project. And the inputs files for the code.

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