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One way to this is the following (you can code all these constraints if you use the right software, I am doing such things using mathematica) You define $w_{i,j}$ which is the weight of asset $j$ in subportfolio $i$, furthermore you define $w =(w_j)_{j=1}^{\text{no of assets}}$ the total weight of the portfolio in asset $j$. the objects for the ...


The portfolio is worth 40000, after adding to it it will be worth 40000+X. The portfolio now has 16000 in bonds, after adding it will have 16000+X in bonds. Find X such that (16000+X)/(40000+X) = 0.52 The answer is 10000.

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