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Compute the following 1 . The expected returns, risk premia, volatilities and correlations of the three assets 2 . The expected return and volatility of

Compute the following
1. The expected returns, risk premia, volatilities and correlations of the three assets
2. The expected return and volatility of a portfolio invested 60%(i.e. with a weight of 0.6) in asset A,30% in asset B and 10% in the risk-free asset

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