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In: Finance

Calculate the standard deviation of this portfolio for each of the cases X Y St.d.                   ...

Calculate the standard deviation of this portfolio for each of the cases

X Y
St.d.                    0,35                 0,15 Var(Rx)
Weight                    0,75                 0,25 Var(Ry)
Correlation Covariance
a 1 0,0525
b 0,5 0,02625
c 0 0
d -0,5 -0,02625
e -1 -0,0525

Solutions

Expert Solution

Please refer to below spreadsheet for calculation and answer. Cell reference also provided.

Cell reference -

jeff jeffy answered 7 months ago
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