Calculate E(rxy) for (50%X + 50%Y) portfolio E(rxz) for (50%X + 50%Z) portfolio from the following data:                                                             E(rxy)                 E(rxz)                                                                                       (50%X...

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Calculate E(rxy) for (50%X + 50%Y) portfolioE(rxz) for (50%X + 50%Z) portfolio from the followingdata:

                                                           E(rxy)                E(rxz)                         

                                                           (50%X + 50%Y)      (50%X + 50%Z)

Yr (t)                 E(rx)E(ry) E(rz)       

2012                8.0    24.08.0                                    

2013                  10.0 20.0 12.0                                

2014                  12.0 16.0 16.0                                

2015                  14.0 12.0 20.0                

2016                  16.0 8.0   24.0                                 

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Yr t Erx Ery Erz 2012 8 24 8 2013 10 20 12 2014 12 16 16 2015 14 12 20 2016 16 8 24 ERxy with 50 X and 50 in Y Weight of X in the portfolio WX 05 Weight of    See Answer
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