In this question, why haven’t we calculated risk in part ‘b’ using formulae= under root of weight(square)variance(square)+2weightweight x covariance
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There are 6 stocks. So, the number of Covariances pair = 6c2 = 6*5/2 = 15.
So, the square root term will contain 6 components of variance and 15 components of covariance………can you imagine ??