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1. To form a portfolio with equal weight in the three stocks A, B, and C All. The standard deviations of the returns of A,

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1. To form a portfolio with equal weight in the three stocks A, B, and C All. The standard deviations of the returns of A, B, and C stocks are 0.6, 0.5, and 0.3, respectively. The correlation coefficient between A and B stock returns is 0.2, the correlation coefficient between A and C stock returns is 0.7, If the coefficient is 0.5, calculate the variance of the formed portfolio

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