Question: Maroon has an expected return of 2 0 % , and a variance of 0 . 0 1 0 . Gray has an expected return

Maroon has an expected return of 20%, and a variance of 0.010. Gray has an expected return of 20%, and a variance of 0.004. The covariance between Maroon and Gray is 0.08. Using these data, calculate the variance of a portfolio consisting of 30% Maroon and 70% Gray. 0.036460.190950.005800.038860.00322

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