ml-recall

#portfolio

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Question 1: Short answer

mediumAI-checkedProbability

A portfolio puts weights $\boldsymbol{\alpha} = (0.6, 0.4)$ on two stocks whose returns have covariance matrix $\boldsymbol{\Sigma} = \begin{bmatrix} 0.04 & 0.01 \\ 0.01 & 0.09 \end{bmatrix}$ . What is the variance of the portfolio's return?

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