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Maroon has an expected return of 21 %, and a variance of 0.015 . Gray has an expected return of 18 %, and a variance
Maroon has an expected return of 21%, and a variance of 0.015. Gray has an expected return of 18%, and a variance of 0.009. The covariance between Maroon and Gray is 0.06. Using these data, calculate the variance of a portfolio consisting of 30% Maroon and 70% Gray.
0.03336 | ||
0.00488 | ||
0.17595 | ||
0.01080 | ||
0.03096 |
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