![](https://www.pdfsearch.io/img/52a656c2df035ff0593d565bf8c11330.jpg) Date: 1999-04-26 15:44:07
| | Portfolios & Systematic Risk Expected Return and Variance of a Portfolio E(R)=ΣwiE(ri) V(R)=ΣΣwiwjCov(ri,rj) The Variance Contributed by Stock i ΣwjCov(ri,rj) =Cov(ri,Σwjr)Add to Reading ListSource URL: fti.neep.wisc.eduDownload Document from Source Website File Size: 279,04 KBShare Document on Facebook
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