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Problem 3: You have a portfolio of 4 stocks with equal shares invested in each stock. Variances of individual stocks are the same and equal to 2=16. Correlations between each pair of stocks is . a) What would be the covariances between each pair of stocks as function of . b) Find the variance of equally-portfolio of these 4 stocks (again as a function of ) c) What happens to the variance of your portfolio when increases. d) What would be the variance of your portfolio when =1. Would it be larger or smaller than the variance of individual stocks 2=16