Q8.12. Confirm that you cannot take a value-weighted average of component variances (and thus of standard deviations)

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Q8.12. Confirm that you cannot take a value-weighted average of component variances (and thus of standard deviations) the same way that you can take value-weighted average expected rates of return and value-weighted average market betas. 1. What is the value-weighted average variance of BCC? 2. What is the actual variance of BCC?

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