Question
Compute the standard deviation of a portfolio composed of assets A, B, and C. The standard deviation are 2%, 6% and 10%, respectively. The weights
Compute the standard deviation of a portfolio composed of assets A, B, and C. The standard deviation are 2%, 6% and 10%, respectively. The weights will be 30% invested on asset A, 30% on B, and 40% on C. All the covariances are zero but the covariance between assets A and C, which is 10.
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Public Finance And Public Policy
Authors: Jonathan Gruber
2nd Edition
0716766310, 9780716766315
