Q3. A portfolio consists of $100,000 in share A that yield 5% and $150,000 in...

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Finance

Q3. A portfolio consists of $100,000 in share A that yield 5% and $150,000 in share B with an expected return of 8%. Share A has a variance of 2% and share B has a variance of 3%. The covariance between returns is 0.00782.

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