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An investor owns a portfolio consisting of two mutual funds, A and B, with 35% invested in A. The following table lists the inputs for
An investor owns a portfolio consisting of two mutual funds, A and B, with 35% invested in A. The following table lists the inputs for these funds. |
Measures | Fund A | Fund B |
Expected value | 18 | 12 |
Variance | 93 | 25 |
Covariance | 29 |
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