Question
a)If standard deviation 1 is 0.092 and standard deviation 2 is 0.0754, while coefficient of correlation (rho) is 0.90, what is Covariance? b) Standard deviation
a)If standard deviation 1 is 0.092 and standard deviation 2 is 0.0754, while coefficient of correlation (rho) is 0.90, what is Covariance?
b) Standard deviation for stock A is 18% and for stock B is 6%, coefficient of correlation is -0.4 and w1 is 17.742% and w 2 is 82.258% Calclate standard deviation of portfolio using Modern Portfolio Theory.
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Public Finance A Contemporary Application Of Theory To Policy
Authors: David N Hyman
12th Edition
0357442156, 978-0357442159
