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Consider the following portfolio consist of three securities Find mean and variance of your portfolio when returns on security ( S ) 1 and 2

Consider the following portfolio consist of three securities

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Find mean and variance of your portfolio when returns on security (S) 1 and 2 are independent to each other and returns on security 2 and 3 are perfectly negatively correlated with each other.

P = w;S, +w,S2 + wzSz

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