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8.14 Suppose you have three stocks with the following parameters: G:= 1; 2: d=3 ::=0;0=1,025 Your portfolio consists of equal proportions of each of these

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8.14 Suppose you have three stocks with the following parameters: G:= 1; 2: d=3 ::=0;0=1,025 Your portfolio consists of equal proportions of each of these stocks. a Calculate the portfolio variance. b. How would your results change if all the covariances were zero

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