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1. What do you mean by term risk attribution? Why is it important in modelling risk for a given investment portfolio? Explain. (3 points )

1. What do you mean by term "risk attribution"? Why is it important in modelling risk for a given investment portfolio? Explain. (3 points)

2. If the beta of a portfolio, the variance of the portfolio return, and the variance of the market portfolio return are 1.50, 32%, and 11% respectively, what is the systematic and idiosyncratic risk of this portfolio? (3 Points)

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