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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 $100,0001-0.250.15-0.35
Bonds $250,00010.1-0.15
Loans $300,0001-0.13
Commodities $50,0001
What is the bank's portfolio DEAR?
What is the difference in portfolio DEAR of all assets were pefectly correlated?

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