Question
Develop the formula for the variance of a portfolio, Q, composed of 3 risky assets; A, B and C; with XA, XB and XC being
Develop the formula for the variance of a portfolio, Q, composed of 3 risky assets; A, B and C; with XA, XB and XC being the percentages of the portfolio invested in each of the assets respectively. (Provide a detailed proof).
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Multinational Financial Management
Authors: Shapiro A.C.
9th International Edition
8126536934, 9788126536931
