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Please show formula and details to work out problem The standard deviation of returns on a portfolio made up of three securities is 40%. The

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The standard deviation of returns on a portfolio made up of three securities is 40%. The 1.25 The correlation n the third security in the portfolio and returns on the portfolio, 3p, is-06, 13. beta of the first security in the portfolio relative to the portfolio, 1 between returns o while the variance of returns on the third security is 0.0729. The covariance between returns on the second security in the portfolio and returns on the portfolio, dy, is 17296%%. If the amount invested in the second security is five times that invested in the third security, work out the iraction invested in the first security. Moreover, given that the expected return on the first security is 15%, that on the second security is 10% and that on the third security is 2.25%, work out the expected return on the portfolio

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