Question: A B = 0 . 3 1 3 , B C = 0 . 3 7 4 , A C = 0 . 3 2

AB=0.313,BC=0.374,AC=0.321
What is the expected return of the portfolio? What is the standard deviation of the
portfolio return? (10 points)
AB=0.313,BC=0.374,AC=0.321 What is the expected return of the portfolio? What is

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