Stock A Stock B Stock C Stock A 0.4 Stock B Stock C -0.1 0 0.03...
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Stock A Stock B Stock C Stock A 0.4 Stock B Stock C -0.1 0 0.03 0.02 0.4 8) Above is the variance covariance matrix of stocks A, B, and C. You invested 1% of your portfolio in Stock B, and 99% in stock C. What is the risk of your portfolio? Stock A Stock B Stock C Stock A 0.4 Stock B Stock C -0.1 0 0.03 0.02 0.4 8) Above is the variance covariance matrix of stocks A, B, and C. You invested 1% of your portfolio in Stock B, and 99% in stock C. What is the risk of your portfolio?
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