Question
A portfolio consists of two stocks with Stock A having a weight of 64 percent. Stock A has a standard deviation of 21.22 percent. Stock
A portfolio consists of two stocks with Stock A having a weight of 64 percent. Stock A has a standard deviation of 21.22 percent. Stock B has a standard deviation of 16.44 percent. The stocks have a covariance of -.027. What is the portfolio variance? .0012 .0095 .0049 .0190 .0344
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Risk Management And Financial Institution
Authors: John C. Hull
2nd Edition
0136102956, 9780136102953
