Question
As a portfolio analyst, Ben created a new project portfolio, investing 47% of the budgets in Comcast Corporation (CMCSA) and the balance of the budgets
As a portfolio analyst, Ben created a new project portfolio, investing 47% of the budgets in Comcast Corporation (CMCSA) and the balance of the budgets in Microsoft Corporation. If the standard deviation of CMCSA is 8.48%, the standard deviation of MSFT is 3.65%, and the correlation coefficient is 0.6274, then the portfolios variance is closest to
A.
0.2930%.
B.
0.7903%.
C.
2.7517%.
D.
5.4131%.
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Introductory Course On Financial Mathematics
Authors: M V Tretyakov
1st Edition
1908977388, 978-1908977380
