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PLEASE ANSWER C AND D! Given the following variance-covariance matrix: 24 -10 9 -10 75 3 9 3 12 a. Calculate the variance of an
PLEASE ANSWER C AND D!
Given the following variance-covariance matrix: 24 -10 9 -10 75 3 9 3 12 a. Calculate the variance of an equally weighted portfolio. b. Calculate the covariance of a portfolio that has 20% in asset 1, 40% in asset 2, and 40% in asset 3 with a second portfolio that has 10% in asset 1, 60% in asset 2 and 30% in asset 3. C. Find the standard deviation of asset 3. d. Find the covariance between asset 2 and asset 3. Given the following variance-covariance matrix: 24 -10 9 -10 75 3 9 3 12 a. Calculate the variance of an equally weighted portfolio. b. Calculate the covariance of a portfolio that has 20% in asset 1, 40% in asset 2, and 40% in asset 3 with a second portfolio that has 10% in asset 1, 60% in asset 2 and 30% in asset 3. C. Find the standard deviation of asset 3. d. Find the covariance between asset 2 and asset 3Step by Step Solution
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