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An example Self study - calculate covariance for this example 1) Calculate expected return for assets i and j Covariance=(.1)[.05E(r(i))][.05E(r(l))]+(.2)[.05E(r(i))][.15E(r(j))]++(.1)[.35E(r(i))][.35E(r(l))]

image text in transcribed An example Self study - calculate covariance for this example 1) Calculate expected return for assets i and j Covariance=(.1)[.05E(r(i))][.05E(r(l))]+(.2)[.05E(r(i))][.15E(r(j))]++(.1)[.35E(r(i))][.35E(r(l))]

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