Calculate E(rxy) for (50%X + 50%Y) portfolio
E(rxz) for (50%X + 50%Z) portfolio from the following
data:
E(rxy)
E(rxz)
(50%X...
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Calculate E(rxy) for (50%X + 50%Y) portfolioE(rxz) for (50%X + 50%Z) portfolio from the followingdata:
E(rxy) E(rxz)
(50%X + 50%Y) (50%X + 50%Z)
Yr (t) E(rx)E(ry) E(rz)
2012 8.0 24.08.0
2013 10.0 20.0 12.0
2014 12.0 16.0 16.0
2015 14.0 12.0 20.0
2016 16.0 8.0 24.0
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Yr t Erx Ery Erz 2012 8 24 8 2013 10 20 12 2014 12 16 16 2015 14 12 20 2016 16 8 24 ERxy with 50 X and 50 in Y Weight of X in the portfolio WX 05 Weight of
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