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QUESTION 9 Use the following varianceicovariance matrix (gap), the matrices of portfolio weights (m) and returns (ret) to calculate the portfolio variance and the portfolio

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QUESTION 9 Use the following varianceicovariance matrix (gap), the matrices of portfolio weights (m) and returns (ret) to calculate the portfolio variance and the portfolio return. 24464 36 we: .54 123 24 ws=[o.55 0.35 0.1] mt=[.12 0.1 0.03] 36 24 96

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