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Q7) Calculate risk (standard deviation) of a three-asset portfolio by assigning equal weights. o?A= 27%, OA,B. =103% ob= 14%, OB,C =107% o+c= 19%, OC,A =105%
Q7) Calculate risk (standard deviation) of a three-asset portfolio by assigning equal weights. o?A= 27%, OA,B. =103% ob= 14%, OB,C =107% o+c= 19%, OC,A =105% b) Calculate the portfolio risk again. Assume security C is a T bill in the portfolio
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