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Suppose there are n assets, all having expected return , standard deviation , and a pairwise correlation of 0.3. What is portfolio variance? Q1. Suppose

Suppose there are n assets, all having expected return , standard deviation , and a pairwise correlation of 0.3. What is portfolio variance? image text in transcribed

Q1. Suppose there are n assets, all having expected return , standard deviation o, and a pairwise correlation of 0.3. What is portfolio variance

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