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. E-t'oKrIK-z Given three risky assets X Y Z with the following expected returns The variance! covariance matrix is given by Z X 0x2 Y

. E-t'oKrIK-z Given three risky assets X Y Z with the following expected returns The variance! covariance matrix is given by Z X 0x2 Y U'r'Z Z 022 Suppose a portfolio P consisting on the 3 asset...

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