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Compute the portfolio DEAR for the following bank portfolio Assets DEAR ( $ ) Correlations Stocks Bonds Loans Commodities Stocks $ 1 0 0 ,
Compute the portfolio DEAR for the following bank portfolio
Assets DEAR $ Correlations
Stocks Bonds Loans Commodities
Stocks $
Bonds $
Loans $
Commodities $
What is the bank's portfolio DEAR?
What is the difference in portfolio DEAR of all assets were pefectly correlated?
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