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A portfolio is created by investing equally into three stocks: Stock A, Stock B, and Stock C. The covariances between the returns of pairs of
A portfolio is created by investing equally into three stocks: Stock A, Stock B, and Stock C. The covariances between the returns of pairs of these stocks are provided in the table below. Find the correlation between the return of Stock A and the return of the portfolio. Stock A Stock B Stock C Stock A 0.14 0.07 0.06 Stock B 0.07 0.23 0.05 Stock C 0.06 0.05 0.18 0.71106 0.80183 0.89261 0.75645 0.84722 A portfolio is created by investing equally into three stocks: Stock A, Stock B, and Stock C. The covariances between the returns of pairs of these stocks are provided in the table below. Find the correlation between the return of Stock A and the return of the portfolio. Stock A Stock B Stock C Stock A 0.14 0.07 0.06 Stock B 0.07 0.23 0.05 Stock C 0.06 0.05 0.18 0.71106 0.80183 0.89261 0.75645 0.84722
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The Tribe That Discovered Trust How Trust Is Created Propagated Lost And Regained In Commercial Interactions
Authors: David Amerland
1st Edition
1844819760, 978-1844819768
