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Compute the expected return and risk on your portfolio using the following information, If you invest 20%, 40%, and 40% in assets A,B, and C:
Compute the expected return and risk on your portfolio using the following information, If you invest 20%, 40%, and 40% in assets A,B, and C: Expected returns on assets A,B, and C respectively, 10%, 5% and 2%. Standard deviations of A, B and C respectively 10%, 6% and 1%. The covariances between the assets are all zero but the covariance between B and C which is 1
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