Question
A portfolio consists of two stocks (A and B) and has a volatility of 2.5%. Asset A has an expected return of 17%, a volatility
A portfolio consists of two stocks (A and B) and has a volatility of 2.5%. Asset A has an expected return of 17%, a volatility of 20%, and accounts for of your portfolio. Asset B has an expected return of 22% and a volatility of 25%. What is the covariance of the two stocks returns?
| -0.2972 | ||
| 0.3649 | ||
| 0.9934 | ||
| -0.0688 |
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Personal Finance A Practical Approach
Authors: Jane King, Mary Carey
1st Edition
0199668833, 9780199668830
