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2. If this portfolio is equal weighted, what is the portfolio's standard deviation? Ques2. Listed here are the estimates of the standard deviations and correlation

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2. If this portfolio is equal weighted, what is the portfolio's standard deviation? Ques2. Listed here are the estimates of the standard deviations and correlation coefficients for three stocks. 1. Construct Variance-Covariance Matrix for three asset portfolio of stocks A, B, and C. (10 Marks) Stock Std. Dev A 12% B 15% 10% You are required to do the followings: Correlation with Stock B A 0.2 0.4 0 1 0.2 0.4 0 (15 Marks)

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