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D E F G H 07) 5-Stock Portfolio M Covariance S3 Portfolio Statistics Stock Weight S1 0.20 S2 0.20 53 0.20 54 0,20 S5 0.20

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D E F G H 07) 5-Stock Portfolio M Covariance S3 Portfolio Statistics Stock Weight S1 0.20 S2 0.20 53 0.20 54 0,20 S5 0.20 Return Variance 0.08 0.04 0.10 0.09 0.12 0.15 0.16 0.25 0.20 0.36 Stdev 0.200 0.300 0.387 0.500 0.600 Si 52 S3 51 0.04 0.03 0.02 -0.05 -0.03 S2 0.03 0.09 0.02 0.02 0.00 54 -0.05 0.02 -0.03 55 -0.03 0.00 0.02 0.02 0.15 -0.03 -0.01 S4 SS 0.25 0.01 -0.01 0.01 0.36 Calculate the following Portfolio Statistics using Matrix Formulas Matrix Formulas: E(Rp) =wR (Rp) www SD(Rp)= sqrt(Rp Answers Matrix (Ros Vpl SD Type here to search Display P233 ho

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