Given here is the correlation matrix for three stocks: AB C A 1.0 0.37 0.49 B 0.37
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Given here is the correlation matrix for three stocks:
AB C A 1.0 0.37 0.49 B 0.37 1.0 0.66 C 0.49 0.66 1.0 Other information:
E(R) 0.04 0.10 0.09 Variance 0.02 0.03 0.008 Standard deviation 0.14 0.17 0.089 Calculate expected portfolio return and variance for various compositions.
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