Using covariance and variance matrix calculate portfolio standard deviation: Estimate the risk of the following portfolio: Security

Using covariance and variance matrix calculate portfolio standard deviation:

 

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Estimate the risk of the following portfolio: Security Weight 0.16 0.24 0.27 0.33 A B C D TAB TAC TAD TIC TBD TCD 0.53 0.61 0.40 0.71 0.25 0.56 0 018 0.12 0.09 0.22 Estimate the risk of the following portfolio: Security Weight 0.16 0.24 0.27 0.33 A B C D TAB TAC TAD TIC TBD TCD 0.53 0.61 0.40 0.71 0.25 0.56 0 018 0.12 0.09 0.22

Answer rating: 100% (QA)

Equity Common stock 100000 Retained earnings 6796 T... View the full answer