Question: Item Value (RM 000) Correlation coefficient Loans Bonds Commercial Papers Loans 20 1.0 0.3 -0.2 Bonds 16 0.3 1.0 0.5 Commercial Papers 8 -0.2 0.5

Item

Value (RM 000)

Correlation coefficient

Loans

Bonds

Commercial Papers

Loans

20

1.0

0.3

-0.2

Bonds

16

0.3

1.0

0.5

Commercial Papers

8

-0.2

0.5

1.0

Compute the portfolio DEAR.

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