Calculate the variance of the portfolio

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Reference no: EM133165338

Question - Use the following information to answer

 

ABC Company

XYZ Company

Standard Deviation

.0669

0.1001

Market Weight

40%

60%

CoVariance

.0066

Required - Calculate the variance of the portfolio above. Please answer as a decimal to 4 decimal places.

Reference no: EM133165338

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