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Emmy is analysing a two-share portfolio that consists of a utility share and a commodity...

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Finance

Emmy is analysing a two-share portfolio that consists of a utility share and a commodity share. She knows that the return on the utility has a standard deviation of 36.7 percent, and the return on the commodity has a standard deviation of 27.9 percent. Calculate the variance of the portfolio if the covariance (12) is 0.16, assuming an equal proportion of each share in Emmys portfolio

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