Question
A portfolio consists of two stocks with Stock A having a weight of 41 percent. Stock A has a standard deviation of 16.78 percent, and
A portfolio consists of two stocks with Stock A having a weight of 41 percent. Stock A has a standard deviation of 16.78 percent, and Stock Bs standard deviation is 8.44 percent. The stocks have a covariance of 0.0063. What is the portfolio variance?
Multiple Choice
0.004961
0.001253
0.034141
0.019097
0.004165
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Gapenskis Fundamentals Of Healthcare Finance
Authors: Paula H. Song, Kristin L. Reiter
3rd Edition
1567939759, 978-1567939750
