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A portfolio is made up of 65% of stock 1, and 35% of stock 2. Stock 1 has a variance of .06, and stock 2
A portfolio is made up of 65% of stock 1, and 35% of stock 2. Stock 1 has a variance of .06, and stock 2 has a variance of .04. The covariance between the stocks is -.001. Calculate both the variance and the standard deviation of the portfolio
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Public Finance In Canada
Authors: Harvey S. Rosen, Ted Gayer, Jean-Francois Wen, Tracy Snoddon
5th Canadian Edition
1259030776, 978-1259030772
