Question: Question 2) Suppose that there are two assets with = 0.15, 72 = 0.17,01= 0.23, 02 = 0.20, and 012 = 0.02. A portfolio is

Question 2) Suppose that there are two assets with = 0.15,

Question 2) Suppose that there are two assets with = 0.15, 72 = 0.17,01= 0.23, 02 = 0.20, and 012 = 0.02. A portfolio is formed with weights wi = 0.20 and w2 = 0.80. Calculate the variance of portfolio return. (15 p.)

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