Question: Kindly solve for the missing Compute for the portfolio risk using the following given: weight China 0.70 weight PBCom 0.30 correlation coefficient 0.26 China Bank
Kindly solve for the missing
Compute for the portfolio risk using the following given: weight China 0.70 weight PBCom 0.30 correlation coefficient 0.26 China Bank X1 NAVPU X1 Return X1- 01/01/2022 1.264199 12/31/2021 1.264199 12/30/2021 1.29208 12/29/2021 1.29208 12/28/2021 1.28232 (X1-)^2 PBCom X1 NAVPU X1 Return 12/31/2021 141.2163 12/29/2021 145.3178 12/28/2021 144.4188 12/27/2021 143.8084 12/24/2021 142.4517 Xi-u (X1-)^2
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