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Compute the standard deviation of the portfolio invested in MSFT, HD, and GOOG. Show your math weight firm E(R) st.dev Cov with MSFT COV with
Compute the standard deviation of the portfolio invested in MSFT, HD, and GOOG. Show your math
| weight | firm | E(R) | st.dev | Cov with MSFT | COV with HD | COV with GOOG |
| 45% | MSFT | 12% | 32.5% | x | 175 | 227 |
| 25% | HD | 12% | 26% | 175 | x | 125 |
| 30% | GOOG | 15% | 37% | 227 | 125 | x |
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Fundamentals Of Futures And Options Markets
Authors: Jonn C. Hull
8th International Edition
0133382850, 9780133382853
