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10) - Let the following information be about a weighted portfolio of n stocks: a) For each individual share in the portfolio, the variance is
10) - Let the following information be about a weighted portfolio of n stocks: a) For each individual share in the portfolio, the variance is 0.20. b) For each pair of different stocks in the portfolio, the covariance is 0.10. Graph the variance of the portfolio as a function of n and explain, in detail, said graph... * Note: Consider the limit of the variance when x tends to infinity, and detail the procedure (by hand), both for the formulas and for the resolution. 10) - Let the following information be about a weighted portfolio of n stocks: a) For each individual share in the portfolio, the variance is 0.20. b) For each pair of different stocks in the portfolio, the covariance is 0.10. Graph the variance of the portfolio as a function of n and explain, in detail, said graph... * Note: Consider the limit of the variance when x tends to infinity, and detail the procedure (by hand), both for the formulas and for the resolution
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