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Question 1 12.5 pts The statistics for the returns on the various components of a retirement portfolio are: Correlation(p) Asset Allocation (w) Expected Return (E(r))
Question 1 12.5 pts The statistics for the returns on the various components of a retirement portfolio are: Correlation(p) Asset Allocation (w) Expected Return (E(r)) Standard Deviation (o) Cash Bonds Stock Cash 10% 1.05% 3% 1.00 0.22 -0.58 Bonds 10% 4.14% 2% 1.00 0.28 Stocks 80% 9.68% 21% 1.00 Calculate the portfolio variance. Enter the answer as a decimal (with 4 decimal places). For example 0.0234412 = 0.0234
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