Question
Evaluate the investment portfolio risk, if it consists from 3 securities. Weight of is 0,3, Weight of is 0,25, Weight of is
Evaluate the investment portfolio risk, if it consists from 3 securities. Weight of А is 0,3, Weight of В is 0,25, Weight of С is 0,45. Covariation matrix is:
0,5 | 0,25 | 0,1 |
0,25 | 0,6 | 0,3 |
0,1 | 0,3 | 0,8 |
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ANS WER 0 3 0 5 0 25 0 25 0 45 0 1 0 23 75 0 06 25 0 045 0 345 0 3 0 25 0 25 0 6 0 45 0 3 0 0...
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Introduction to Operations and Supply Chain Management
Authors: Cecil B. Bozarth, Robert B. Handfield
3rd edition
132747324, 978-0132747325
