Portfolio Management questions (w/out referencing notes!) - 【CFA学习难点答疑解惑】 - CFA论坛

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发表于 2013-4-5 23:01 | 显示全部帖子

i acutally have a question related to this. Would the formula below also work regarding the var of an equal weighted portfolio?
O^2 x .5^2 + O^2*.5^2+2*.5*.5*O*O*(Corr 1,2)

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