New answers tagged finance
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Market portfolio and portfolio with three risky assets
$\beta_{portfolio} = 0.6 \times 0.3 + 1.5 \times 0.5 + 1.1 \times 0.2 = 1.15$
$\rho_{portfolio,market} = 1.15 \times \frac{0.13}{0.16} = 0.93$
Edit: To reply to the comment:
$\sigma^2_{port} = \beta_{...
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