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Suppose that the two return random variables R1 and R2 i

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Suppose that the two return random variables R1 and R2 in Examples 4.2.2 and 4.2.3 are independent. Consider the portfol

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Suppose that the two return random variables R1 and R2 in Examples 4.2.2 and 4.2.3 are independent. Consider the portfolio at the end of Example 4.2.3 with s1 = 54 shares of the first stock and s2 = 110 shares of the second stock. a. Prove that the change in value X of the portfolio has the p.d.f. f (x) = ? ???? ???? 3.87

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