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Q11-RK has $10,000 to invest. Consider the following variance-covariance matrix. Suppose RK invests $2,000 in X, $3,000 in Y, and the rest in Z. X

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Q11-RK has $10,000 to invest. Consider the following variance-covariance matrix. Suppose RK invests $2,000 in X, $3,000 in Y, and the rest in Z. X Y Z X 0.0568 -0.0193 0.0037 Y -0.0193 0.2420 0.1277 Z 0.0037 0.1277 0.1413 1. Determine the risk of RK's portfolio in percentage. Must show work to get credit. (10 pts.)

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