Question: Hi tutors, How do I solve this question? Denote the returns on the Industrial. Transport, Utility and Finance indices by R11RT,RU and RF respectively. Consider

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How do I solve this question?

Denote the returns on the Industrial. Transport, Utility and Finance indices by R11RT,RU and RF respectively. Consider a portfolio (denoted Rm) consisting of a $1 investment in an index fund tracking the Transport index and a $1 investment in an index fund tracking the Utility index. Calculate the estimated standard deviation of the return on this portfolio. We have the following information: 00%;) = 1.009,J(RF) = 1.310, and p(R[, RF) = 0.800 0' stands for standard deviation. and p for correlation coefficient. Show answer to 4 decimal points

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