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Please calculate by hand, no excel 5. The following var-cov matrix of market index M, stock S, and stock B: - M S B M
Please calculate by hand, no excel
5. The following var-cov matrix of market index M, stock S, and stock B: - M S B M 0.1 SI B1 0.04 0.2 0.05 0.06 0.3 Investor K invests $5,000 in Portfolio K with $500 in S and $4,500 in B. Calculate the total risk of Portfolio K, the systematic risk of Portfolio K, and the unsystematic risk of Portfolio K. [14 points)Step by Step Solution
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