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Corr Coeff Johnson and Johnson Amazon Weight 0.23 0.47 0.30 Stock Microsoft Johnson and Johnson Amazon Expected Return Standard Deviation 0.08 0.1 0.13 0.17 0.19
Corr Coeff Johnson and Johnson Amazon Weight 0.23 0.47 0.30 Stock Microsoft Johnson and Johnson Amazon Expected Return Standard Deviation 0.08 0.1 0.13 0.17 0.19 0.33 Microsoft 1 0.35 1 0.12 0.84 1 Standard Deviation Weights 0.17 0.23 Microsoft 0.0015288 0.0012221 0.0032516 0.19 0.47 Johnson and Johnson 0.0012221 0.0079745 0.0010609 Stocks Microsoft Johnson and Johnson Amazon 0.33 0.30 Amazon 0.0032516 0.0010609 0.0098010 0.17 0.19 0.33 0.23 0.47 0.30 Given the above information, what percentage of the portfolio's variance is made up by the stocks' variance terms, as opposed to the covariance terms? Multiple Choice o 81.64% O 79.45% 71.36% O O 63.56% O 68.45%
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