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ABC Company XYZ Company Standard Deviation .0881 0.1201 Market Weight 70% 30% Covariance .0070 A) Calculate the variance of the portfolio above. (2 Mark) Please
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| ABC Company | XYZ Company |
| Standard Deviation | .0881 | 0.1201
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| Market Weight | 70% | 30% |
| Covariance | .0070 | |
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A) Calculate the variance of the portfolio above. (2 Mark) Please answer as a decimal to 4 decimal places.
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Applied International Finance I Managing Foreign Exchange Risk
Authors: Thomas O'Brien
2nd Edition
1947441280,1947441299
