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Consider a portfolio of two assets X and Y, with returns RX and RY , re- spectively. Suppose that the variances are given by V
Consider a portfolio of two assets X and Y, with returns RX and RY , re- spectively. Suppose that the variances are given by V ar (RX ) = 1, and V ar (RX ) = 1. Suppose further that the correlation between RX and RY is XY = 1. FindCovRX,RX +RY. 343
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Financial Theory and Corporate Policy
Authors: Thomas E. Copeland, J. Fred Weston, Kuldeep Shastri
4th edition
321127218, 978-0321179548, 321179544, 978-0321127211
