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pls solve it as soon as possible XY Corporation would like to simultaneously borrow Japanese yen (*) and Sudanese dinar (SDD) for a six-month period.
pls solve it as soon as possible
XY Corporation would like to simultaneously borrow Japanese yen (*) and Sudanese dinar (SDD) for a six-month period. XY would like to determine the expected financing rate and the variance of a portfolio consisting of 30% yen and 70% dinar. XY has gathered the following information: Mean effective financing rate of Japanese yen for six months Mean effective financing rate of Sudanese dinar for six months Standard deviation of Japanese yen's effective financing rate .10 Standard deviation of Sudanese dinar's effective financing rate 20 Correlation coefficient of effective financing rates two currencies .14 What is the expected standard deviation of the portfolio contemplated by CameronStep by Step Solution
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