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7. You have been asked to analyze the standard deviation of a portfolio composed of the following three assets: Standard Expected return (%) deviation (%)
7. You have been asked to analyze the standard deviation of a portfolio composed of the following three assets: Standard Expected return (%) deviation (%) Investment Sony Corporation Tesoro Petroleum Storage Technology 11 9 16 23 27 50 12. You have also been provided with the correlations across these three investments: Sony Tesoro Storage Tech Sony Tesoro Storage Tech 1.00 -0.15 0.20 -0.15 1.00 -0.25 0.20 -0.25 1.00 1 1 1 1 1 1 1 1 Estimate the variance of a portfolio, equally weighted across all three assets
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Applied Corporate Finance A Users Manual
Authors: Aswath Damodaran
2nd Edition
9780471660934
