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A portfolio is composed of 60% stock and 40% bonds. The variance of stock is 160 and the variance of bonds is 120. The covariance
A portfolio is composed of 60% stock and 40% bonds. The variance of stock is 160 and the variance of bonds is 120. The covariance is 40. What is the portfolio's variance?
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International Financial Reporting Standards An Introduction
Authors: Belverd E. Needles, Marian Powers
3rd Edition
1133187943, 978-1133187943
