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Item Value (RM 000) Correlation coefficient Loans Bonds Commercial Papers Loans 20 1.0 0.3 -0.2 Bonds 16 0.3 1.0 0.5 Commercial Papers 8 -0.2 0.5
| Item | Value (RM 000) | Correlation coefficient | ||
|
|
| Loans | Bonds | Commercial Papers |
| Loans | 20 | 1.0 | 0.3 | -0.2 |
| Bonds | 16 | 0.3 | 1.0 | 0.5 |
| Commercial Papers | 8 | -0.2 | 0.5 | 1.0 |
Compute the portfolio DEAR.
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International Financial Markets And The Firm
Authors: Piet Sercu, Raman Uppal
1st Edition
1861523548, 978-1861523549
