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  3. 8. you have a portfolio with three assets. the for

8. You have a portfolio with three assets. The forecasted inputs are showed in following...

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8. You have a portfolio with three assets. The forecasted inputs are showed in following table. Calculate expected marginal contribution to total risk (MCTR) and absolute contribution to total risk (ACTR) of each asset. Mean Covariance Matrix Asset 1 Asset 2 Asset 3 Asset 1 Asset 2 Asset 3 8% 10% 6% Portfolio Weight 25% 40% 35% 0.00860 0.00823 0.00071 0.00823 0.00972 -0.00313 0.00071 -0.00313 0.03987 8. You have a portfolio with three assets. The forecasted inputs are showed in following table. Calculate expected marginal contribution to total risk (MCTR) and absolute contribution to total risk (ACTR) of each asset. Mean Covariance Matrix Asset 1 Asset 2 Asset 3 Asset 1 Asset 2 Asset 3 8% 10% 6% Portfolio Weight 25% 40% 35% 0.00860 0.00823 0.00071 0.00823 0.00972 -0.00313 0.00071 -0.00313 0.03987

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