Question
A portfolio is composed of 80% stocks and 20% bonds. The variance of stock is 170 and the variance of bonds is 140. The covariance
A portfolio is composed of 80% stocks and 20% bonds. The variance of stock is 170 and the variance of bonds is 140. The covariance is 30. What is the portfolio's variance?"
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The Changing Geography Of Banking And Finance
Authors: Pietro Alessandrini ,Michele Fratianni ,Alberto Zazzaro
1st Edition
1441947205, 978-1441947208
