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Consider a portfolio consisting of the following three stocks, one of which involves short-selling: This portfolio stock has the following correlation matrix information: (a) [2

Consider a portfolio consisting of the following three stocks, one of which involves short-selling: This portfolio stock has the following correlation matrix information: (a) [2 points] Calculate the expected return of the 3-stock portfolio. (b) [2 points ] Show the covariance matrix of the 3-stock portfolio. (c) [4 points ] Calculate the volatility of the 3-stock portfolio

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