Question
Consider the following time series of returns for ABC stock and the S&P500 Index: Year= 1,2,3,4,5 Rabc Stock= -6%,3%,5%,12%,-15% Rs&p Index= -4%,2%,3%,6%,-11% Q: What is
Consider the following time series of returns for ABC stock and the S&P500 Index:
Year= 1,2,3,4,5
Rabc Stock= -6%,3%,5%,12%,-15%
Rs&p Index= -4%,2%,3%,6%,-11%
Q: What is the variance of the minimum variance portfolio?
(a) 2.63; (b) -12.19; (c) 4.81; (d) 6.74;
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The Business Of Personal Finance
Authors: Joseph Calandro Jr, John Hoffmire
1st Edition
1032104562, 978-1032104560
