A portfolio manager creates the following portfolio: If the covariance of returns between the two securities is
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A portfolio manager creates the following portfolio:
If the covariance of returns between the two securities is 20.0240, the expected standard deviation of the portfolio is closest to:
A. 2.4%.
B. 7.5%.
C. 9.2%.
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Related Book For
Investments Principles Of Portfolio And Equity Analysis
ISBN: 9780470915806
1st Edition
Authors: Michael McMillan, Jerald E. Pinto, Wendy L. Pirie, Gerhard Van De Venter, Lawrence E. Kochard
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