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SRK is a small bank. Its trading portfolio comprises BHP bonds and TLS stock. The DEAR of the two trading assets (in millions) are: BHP

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SRK is a small bank. Its trading portfolio comprises BHP bonds and TLS stock. The DEAR of the two trading assets (in millions) are: BHP bonds $5.7 and TLS stock 9.4. The correlation coefficient between the daily returns of the two assets is 0.33. What is the DEAR of the bank's trading portfolio

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