A bank wants to calculate the total Dear of its portfolio.

匿名用户 最后更新于 2021-06-29 17:43 商科Business

A bank wants to calculate the total Dear of its portfolio. The Dear of these assets (including loans, foreign currency, and common stock) is 300,700, 247,000, and 126,700, respectively. If the correlation coefficients between loan and foreign currency, loan and common stock, and foreign currency and common stock are 0.3, 0.7, and 0.0, respectively, what is the Dear of the entire portfolio?

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