Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

Consider the following covariance and expected returns matrix for Apple, Microsoft and Samsung. What is the risk and return of the equal-weighted portfolio? 0,52% and

Consider the following covariance and expected returns matrix for Apple, Microsoft and Samsung. What is the risk and return of the equal-weighted portfolio?

image text in transcribed

  1. 0,52% and 1,72%
  2. 0,65% and 1,62%
  3. 0,52% and 1,62%
  4. 0,65% and 1,72%
0.1483 10,4381 0.1751 0.114 0.1751 10.3544 0.2361 0.2361 0.5673 1.216 2.408 1.241

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Atomic Audit The Costs And Consequences Of US Nuclear Weapons Since 1940

Authors: Stephen I. Schwartz

1st Edition

0815777736, 978-0815777731

More Books

Students also viewed these Accounting questions