5. (2 points) The portfolio return standard deviation is the square root of the variance...
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5. (2 points) The portfolio return standard deviation is the square root of the variance that you provided in your solution to question 4(a). What is the partial derivative of the portfolio standard deviation op with respect to wi, that is what is copl@wi? Can you express this partial derivative in terms of the covariance Olp = cov(ri, rp)? 5. (2 points) The portfolio return standard deviation is the square root of the variance that you provided in your solution to question 4(a). What is the partial derivative of the portfolio standard deviation op with respect to wi, that is what is copl@wi? Can you express this partial derivative in terms of the covariance Olp = cov(ri, rp)
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