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A portfolio is constructed by investing equally into several stocks. The average variance of the returns of the stocks in the portfolio is 0.050. The
A portfolio is constructed by investing equally into several stocks. The average variance of the returns of the stocks in the portfolio is 0.050. The average of all covariances between distinct pairs of stocks in the portfolio is equal to 0.145. The volatility of the portfolio is equal to 36.81%. Determine the number of stocks in the portfolio. 10 11 13 12 14
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Banking And Finance Managing The Moral Dimension
Authors: James Lynch
1st Edition
1855731762, 978-1855731769
