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Evaluate the investment portfolio risk, if it consists from 3 securities. Weight of is 0,3, Weight of is 0,25, Weight of is 0,45. Covariation matrix
Evaluate the investment portfolio risk, if it consists from 3 securities. Weight of is 0,3, Weight of is 0,25, Weight of is 0,45. Covariation matrix is:
| 0,5 | 0,25 | 0,1 |
| 0,25 | 0,6 | 0,3 |
| 0,1 | 0,3 | 0,8 |
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Finance And Financial Markets
Authors: Keith Pilbeam
3rd Edition
023023321X, 978-0230233218
