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Olympic Corphas calculated the Variance-Covariance Table (Matrix) for 3 assets in their Value portfolio: X Y Z X 12 2 5 Y 2 9 ?

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Olympic Corphas calculated the Variance-Covariance Table (Matrix) for 3 assets in their Value portfolio: X Y Z X 12 2 5 Y 2 9 ? Z 5 4.5 16 If the portfolio weight for X is 30%, and for Y is 40%, what is the expected portfolio variance? a. 4.44 b. 14.46 C. insufficient information to determine d. 6.42 e.3

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