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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 ?
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 45 16 If the portfolio weight for X is 30%, and for Y is 40%, what is the expected portfolio variance? Select one: O a. insufficient information to determine O b. 14.46 O c. 6.42 O d. 3 O e. 4.44
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