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(Three correlated assets) Consider a portfolio of three funds, X, Y, Z, with weights wX, wY , and wZ. What is the variance of the

(Three correlated assets) Consider a portfolio of three funds, X, Y, Z, with weights wX, wY , and wZ. What is the variance of the portfolio? [Hint: Use the correlation coefficients between these three funds, XY , XZ, and Y Z, to represent it.]

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