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Hi i need help with my finance problem. Thank you 2. The expected annual returns from investing in four different national stock markets, and the
Hi i need help with my finance problem. Thank you
2. The expected annual returns from investing in four different national stock markets, and the variance/covariance matrix between them, are given below: Expected Return National Market Variance/Covariance Matrix UK US Japan Germany 0.16 UK 0.10 0.04 0.02 0.03 0.15 US 0.04 0.06 0.03 0.02 0.13 Japan 0.02 0.03 0.04 0.01 0.14 Germany 0.03 0.02 0.01 0.05 Calculate the expected return and the volatility (standard deviation) for a portfolio invested as follows: UK 20%, US 30%, Japan 30%, Germany 20%Step by Step Solution
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