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Please share answers for Ques 2, Consider the table below: Security A B C D 2 3 1 4 1.5 1.3 0.8 0.9 ei 3

Please share answers for Ques 2,

  1. Consider the table below:

Security

A

B

C

D

2

3

1

4

1.5

1.3

0.8

0.9

ei

3

1

2

4

If rm = 8 and m = 5, calculate the following:

    1. The mean return for each security.
    1. The variance of each security's return.
    1. The covariance of returns between each security.

  1. Using the data from Problem 1 and assuming an equally-weighted portfolio, calculate the following:
    1. pp
    2. p2
    3. rp

Please share the formula for portfolio variance of more than two assets.

Thank you

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