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Photo from ! Large Portfolio Example A portfolio consists of 3 securities with following weights W1 = 0.3,w2 = 0.5, w3 = 0.2 Following risks

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Large Portfolio Example A portfolio consists of 3 securities with following weights W1 = 0.3,w2 = 0.5, w3 = 0.2 Following risks (i.e. standard deviations of returns on these securities in %) 01 = 6%, 02 - 9%, 03 = 10% Following correlation of returns P12 = 0.4, P13 = 0.6,P23 Calculate portfolio risk = 0.7

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