Question
Assume the standard deviation of security A is 0.25 and the standard deviation of security B is 0.18. The correlation coefficient between A and B
Assume the standard deviation of security A is 0.25 and the standard deviation of security B is 0.18. The correlation coefficient between A and B is -0.20. The portfolio consists of 60% A and 40% B. Calculate the covariance between security A and security B. (Round to 3 decimals)
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Essentials Of Real Estate Finance
Authors: David Sirota
11th Edition
1419520911, 9781419520914
