Report - BASIC PORTFOLIO ANALYSISpeople.stern.nyu.edu/eelton/PortfolioTheoryClass/basic port analysis.… · 2 R 2j)(R 1 R 1j E (R 2 X 1)2 2X 2 R 2j 2E(R 2)2 X 1 R 1j 2E(R 1 X =X12σ12+X22σ22+2X1X2σ12

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