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Hi! I think there is a typo in the notes, apologies if this has already been flagged, but the portfolio variance at page 150 is given as sum(wi^2 * betai^2 * sigmaM^2) + specific risk while it should be (sum(wi * betai))^2 * sigmaM^2 + specific risk

Hi all! Please feel free to join this Whatsapp study group for Part 2 August/November 2024 using the below link :) FRM Part 2 Whatsapp group