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Question 2 (Portfolio Analysis and Evaluation) (40 marks) a. The following information for three assets are given: i. If the variance of the return on
Question 2 (Portfolio Analysis and Evaluation) (40 marks) a. The following information for three assets are given: i. If the variance of the return on the market is 0.0012, find the non-systematic risk for each stock. (10 marks) ii. Calculate the variance of a portfolio with an allocation of 100 in AAPL,300 in MSFT and a short sale 200 of PEP. (10 marks)
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