Question
Consider the following 2 stocks: Closing Prices Stock A Stock B Year 1 33.75 112.09 Year 2 31.69 115.74 Year 3 29.17 115.89 Year 4
Consider the following 2 stocks:
| Closing Prices | ||
| Stock A | Stock B | |
| Year 1 | 33.75 | 112.09 |
| Year 2 | 31.69 | 115.74 |
| Year 3 | 29.17 | 115.89 |
| Year 4 | 25.64 | 120.75 |
| Year 5 | 27.97 | 125.12 |
| Year 6 | 30.36 | 127.46 |
| Year 7 | 32.74 | 110.49 |
| Year 8 | 35.09 | 111.26 |
| Year 9 | 31.89 | 106.99 |
| Year 10 | 33.56 | 105.17 |
| Year 11 | 30.12 | 108.25 |
- If correlation between the returns was -.301, calculate the covariance of returns
- Consider the following portfolio: 65% is invested in stock A and 35% invested in stock: Calculate portfolio standard deviation
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Teaching Public Budgeting And Finance
Authors: Meagan M. Jordan, Bruce D. McDonald III
1st Edition
1032146680, 978-1032146683
