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How do I start? I don't know where to begin.. Consider an investment universe consisting of three assets with the following characteristics: E(r1)=12% E(r2) =

How do I start? I don't know where to begin..

Consider an investment universe consisting of three assets with the following characteristics:

E(r1)=12%

E(r2) = 17%

E(r3) = 7%

1 =25%

2 = 30%

3 = 20%

1,2 =0.5

1,3 =0.25

2,3 = 0.35

What is the expected return and standard deviation of an equally weighted portfolio investing in all three assets?

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