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Z X 8 Mike Fukosan Co Ltd has calculated the Variance-Covariance Table (Matrix) for 3 assets in their Value portfolio: X Y 12 9 Y

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Z X 8 Mike Fukosan Co Ltd has calculated the Variance-Covariance Table (Matrix) for 3 assets in their Value portfolio: X Y 12 9 Y 8 ? Z 9 45 29 If the portfolio weight for X is 30%, and for Y is 40%, what is the expected portfolio variance? 9 Select one O a. 9.75 Ob 7.05 OC insufficient information to determine Od 4.44 Oe. 20.52

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