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[Solution Library] Denote by X and Y the (random) returns from projects 1 and 2, respectively, and let X and Y be jointly normally distributed: X is normally distributed

Question: Denote by X and Y the (random) returns from projects 1 and 2, respectively, and let X and Y be jointly normally distributed: X is normally distributed with mean  1 and standard deviation  1 , Y is normally distributed with mean  2 and standard deviation  2 , and Cor(X,Y)=. Consider the return from a joint project a 1 X + a 2 Y , when the amount a 1 is invested in project 1 and the amount a 2 is invested in project 2.

  1. What is the distribution of a 1 X + a 2 Y ?
    Price: $2.99
    Solution: The downloadable solution consists of 1 pages
    Deliverable: Word Document


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