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Business, 09.12.2021 02:50 carlinryan

Maroon has an expected return of 23%, and a variance of 0.012. Gray has an expected return of 17%, and a variance of 0.009. The covariance between Maroon and Gray is 0.05. Using these data, calculate the variance of a portfolio consisting of 40% Maroon and 60% Gray.

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Maroon has an expected return of 23%, and a variance of 0.012. Gray has an expected return of 17%, a...
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