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A Variance -Covariance Matrix for six securities is given below. Determine the standard deviation of an equally weighted portfolio made up of these six securities

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A Variance -Covariance Matrix for six securities is given below. Determine the standard deviation of an equally weighted portfolio made up of these six securities and comment on your results. (3 marks) 4 5 6 1 81 400 2 Variance-Co-variance Matrix 1 2. 3 361 192 150 192 196 147 150 147 484 81 121 152 230 280 364 400 169 441 121 152 3 230 280 364 320 529 324 4 289 320 169 441 256 324 433 5 un 6 256

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