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Maroon has an expected return of 22%, and a variance of 0.014. Gray has an expected return of 18%, and a variance of 0.006. The
Maroon has an expected return of 22%, and a variance of 0.014. Gray has an expected return of 18%, and a variance of 0.006. The covariance between Maroon and Gray is 0.05. Using these data, calculate the variance of a portfolio consisting of 55% Maroon and 45% Gray. 0.01040 0.03020 0.02940 0.17378 0.00784
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