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Variance of a three asset portfolio

01/10/2021 Client: muhammad11 Deadline: 2 Day

Portfolio 1- calculate the expected return, variance and standard deviation of asset A 4.8%, Asset B 0.75%, Asset C 17.5 and 20.2 and risk free asset F.

Note: there is also a risk free asset F whos expected return is 9.9%

I WA TISK and fetui11 man those that are provided in the article. The table below gives information on three risky assets: A,

I WA TISK and fetui11 man those that are provided in the article. The table below gives information on three risky assets: A, B, and C. Correlations Asset Expected return Standard Deviation of the Return B C 0.4 0.15 11.5 23 0.25 B 14 43 0.25 1 " CI 18 58 0.4 0.15 There is also a risk-free asset F whose expected return is 9.9 percent.

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