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Finds the portfolio weights which maximizes expected returns and with least risk.

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Portfolio-Optimisation

In this project, the optimum portfolio weight is found with maximizing profit and least risk.

To find portfolio of least risk, standard deviation was used as a measure of volatility.

To find portfolio of highest risj adjust return, sharpe ratio was used.

Sharpe ratio was computed as (return / std. dev)

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Finds the portfolio weights which maximizes expected returns and with least risk.

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