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(e) Consider creating a portfolio of three assets denoted A, B and C. Assume the following information [0.10 0.30 0.10 = 0.04,= 0.30 0.15
(e) Consider creating a portfolio of three assets denoted A, B and C. Assume the following information [0.10 0.30 0.10 = 0.04,= 0.30 0.15 -0.20 0.10 -0.20 0.08 0.01 0.02 Compute the expected return and variance for an equally weighted portfolio (i.e., TA=TB = IC = 1/3).
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Understanding Basic Statistics
Authors: Charles Henry Brase, Corrinne Pellillo Brase
6th Edition
978-1133525097, 1133525091, 1111827028, 978-1133110316, 1133110312, 978-1111827021
