Question: please write out solution in the form of an equation 38. Consider the following two assets: State Prob. ACO) B(0) 0= 1 1/3 10% -5%

 please write out solution in the form of an equation 38.

please write out solution in the form of an equation

38. Consider the following two assets: State Prob. ACO) B(0) 0= 1 1/3 10% -5% 0 = 2 0 = 3 1/3 1/3 -4% 3% -4% 18% What is the expectation of Ra and Rp? Variances? What is Cov(AE)? What is Pab

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