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Bosco has an investment portfolio comprised of shares in three companies: Abacus, Baracus and Cerberus (A, B and C for short). The returns for shares

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Bosco has an investment portfolio comprised of shares in three companies: Abacus, Baracus and Cerberus (A, B and C for short). The returns for shares A, B and C, have expected values 5%, 4% and 8% respectively. The covariance matrix for these returns is:

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0.0025 0.0003 -0.0016 0.0003 0.0001 -0.0004 -0.0016 -0.0004 0.09 Bosco has invested 50%, 30%, and 20% of his portfolio in shares A, B. and C respectively. a) Calculate the correlations PAS, PAC, and p - for the returns

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