Question
Expected Return Standard Deviation Weight in Portfolio Stock A 6.00% 17.00% 31.00% Stock B 14.00% 15.00% 69.00% ----------------------- ----------------------- ----------------------- ----------------------- Correlation (A,B) 0.5300 What
| Expected Return | Standard Deviation | Weight in Portfolio | |
| Stock A | 6.00% | 17.00% | 31.00% |
| Stock B | 14.00% | 15.00% | 69.00% |
| ----------------------- | ----------------------- | ----------------------- | ----------------------- |
| Correlation (A,B) | 0.5300 |
What is the variance of A?
What is the variance of B?
What is the Correlation (A,A)?
What is the Correlation (B,B)?
What is the Covariance (A,A)?
What is the Covariance (A,B)?
What is the Covariance (B,A)?
What is the Covariance (B,B)?
What is the expected return on the portfolio above?
What is the variance on the portfolio above?
What is the standard deviation on the portfolio above?
Excel will work as long as the answers are correct
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Equity Valuation And Portfolio Management
Authors: Frank J. Fabozzi, Harry M. Markowitz
1st Edition
047092991X, 9780470929919
