Table 3.
Optimal solutions for MVPO And REPO methods with expected returns of 0.37 bps.
| Method | Expected Return | Optimal Solution |
|---|---|---|
| MVPO | 0.37 bps | (0.0,0.1,0.0,0.4,0.0,0.4,0.0,0.0,0.1,0.0) |
| REPO | 0.37 bps | (0.0,0.4,0.3,0.0,0.0,0.0,0.0,0.2,0.1,0.0) |
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