Find the correlation matrix for the three assets

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Asset A has a mean return of 7.9%, Asset B has a mean return of 4.95%, Asset C has a mean return of 10.3%.The variance/covariance matrix for the three assets is also provided:where ñi,j= CORR(Ri, Rj). A2_Q1 A. Find the correlation matrix for the three assets using the given variance/covariancematrix. Show your work and report to 2 decimal places.

Reference no: EM133069020

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