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. 2. Assume two stocks have means 0.05 and 0.08. The Cholesky Decomposition of the covariance matrix is . L= 0.05 0 10.02 0.1] Please

. 2. Assume two stocks have means 0.05 and 0.08. The Cholesky Decomposition of the covariance matrix is . L= 0.05 0 10.02 0.1] Please demonstrate the process of Monte Carlo Simulation over the rando...

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