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Hi please show full working :) 5. (13 marks) You have information on several possible investments as laid out in the table below. A, B,
Hi please show full working :)
5. (13 marks) You have information on several possible investments as laid out in the table below. A, B, and C are individual risky securities. For now, assume these are the only these 3 risky investments that comprise the market. F is the risk-free asset. M is the market portfolio. All returns are annual returns. Correlation Matrix Investment E(n) A B C F 19.20% 36% | 1.0000 0.7000 0.6000 0.0000 21.90% 12.00% 3.00% 12.00% 0.5 1.0000 0.5000 0.0000 0.6 1.0000 0.0000 0.4 .0000 0.0 1.0 B 35% 2596 0% 10% F Answer the following questions with respect to this investment informationStep by Step Solution
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