17. Portfolio risk (S7.4) Table 7.6 shows standard deviations and correlation coefficients for seven stocks from different

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17. Portfolio risk (S7.4) Table 7.6 shows standard deviations and correlation coefficients for seven stocks from different countries. Calculate the variance of a portfolio with equal investments in each stock.

216 Part Two Risk

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Principles Of Corporate Finance

ISBN: 9781264080946

14th Edition

Authors: Richard Brealey, Stewart Myers, Franklin Allen, Alex Edmans

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