Business
Business, 06.07.2021 18:00, nolz4066

There are several uncorrelated assets with the same variance, equal to 0.19. You splityour wealth equally between some number of these assets (i. e., if you are investing in 2assets you put one half in each, if you are investing in 3 assets you put one third in each, etc.). Find the variance of the portfolio where you only invest in one of these assets, theportfolio where you invest in 2 of these assets, and the portfolio where you invest in 3 ofthese assets.

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There are several uncorrelated assets with the same variance, equal to 0.19. You splityour wealth eq...

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