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A Given the following variance and covariance statistics, calculate the portfolio variance, standard deviation and correlation coefficient for a 60%MSFT and 40%AMT. SD MSFT

A Given the following variance and covariance statistics, calculate the portfolo variance, standard deviation and correlation

A Given the following variance and covariance statistics, calculate the portfolio variance, standard deviation and correlation coefficient for a 60%MSFT and 40%AMT. SD MSFT AMT MSFT-AMT Portfolio Variance Portfolio SD Corr. Coeff Variance 0.071057 0.28584 Covariance 0.00575 Weights 0.6 0.4 26.66% 53.46%

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