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Yes, it is easy to find the MDP of N risky assets if you have the covariance matrix V (assumed non-singular) if there are no constraints: Step 1. Compute the inverse of the covariance matrix: $CINV = V^{-1}$ Step 2. Find the standard deviations $\sigma$ by taking the square roots of the diagonal elemnts of $V$ Step 3. Find $X = CINV \times\sigma$ i.e. ...

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