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Prove that; a)The covariance oftherisk-freeassetwith anyriskyassetorportfolio ofassets willalways equalzero. b)The correlation betweenanyriskyasseti,andtherisk-free asset, is zero. c)The covariance ofan assetwithitselfis the varianceofthe asset.
Prove that;
a)The covariance oftherisk-freeassetwith anyriskyassetorportfolio ofassets willalways equalzero.
b)The correlation betweenanyriskyasseti,andtherisk-free asset, is zero.
c)The covariance ofan assetwithitselfis the varianceofthe asset.
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