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Use the following variance/covariance matrix of a three-share portfolio for the following two questions: Share...

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Finance

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Use the following variance/covariance matrix of a three-share portfolio for the following two questions: Share A Share B Share C Total Share A Share B 2.50 Share C Total Given the following information (hint: use only portfolio weights in decimals for consistency): XA = 40% 0A = 20 COVA,B = 30 XB = 25% 0 B 40 = COVA,C = 45 Xc = 35% oc=45 PB,C = CorrB,C = -0.925 What is the standard deviation of this three-share portfolio

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