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You currently hold a portfolio of three stocks, Delta, Gamma, and Omega. Delta has a volatility of 1 answer below » You currently hold a portfolio of three stocks, Delta, Gamma, and Omega. Delta has a volatility of 60%, Gamma has a volatility of 30%, and Omega has a volatility of 20%. Suppose you invest 50% of your money in Delta, and 25% each in Gamma and Omega. What is the highest possible volatility of your portfolio? If your portfolio has the volatility in (a), what can you conclude about the correlation between Delta and Omega? Sep 17 2015 01:52 PM
