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You are considering to use natural gas commodity to diversify your stock portfolio. You find that the long run variance of your portfolio and natural
You are considering to use natural gas commodity to diversify your stock portfolio. You find that the long run variance of your portfolio and natural gas is annualized and the longrun corresponding covariance is If todays return of your portfolio and natural gas is and please find the correlation between your portfolio and natural gas by using the RiskMetrics model.
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