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I invest my capital into three assets A, B, C with the values of $2m, $5m, and $3m respectively. Given the volatilities = 30 %
I invest my capital into three assets A, B, C with the values of $2m, $5m, and $3m respectively. Given the volatilities
=30%A=30%
, =20%B=20%
, =10%C=10%
, and the covariances ===0AB=BC=AC=0
, what is the portfolio volatility?please show calculations
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