Could you please tell me the sd of each pair. Have to check my calci’s efficiency. Showing same result for each pair.
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Asset 1,2&3 all have same sd. So we can answer using r . R between Asset 1&2 is 0.5, r between asset 1&3 is -0.5 , r between asset 2&3 is -1. So sd of Asset 1&2 is 5.19, sd of Asset 1&3 is 3 and sd of Asset 2&3 is 0.