Question
Find the variance of a portfolio with 74% in shares of Paragon Inc. and 26% in shares of Callisto Corp. Paragon's return variance is 0.2,
"Find the variance of a portfolio with 74% in shares of Paragon Inc. and 26% in shares of Callisto Corp. Paragon's return variance is 0.2, Callisto's return variance is 0.08, and the correlation between the two is 0."
| 0.1297 | ||
| 0.1390 | ||
| 0.1149 | ||
| 0.0954 | ||
| 0.1359 |
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International Financial Management
Authors: Jeff Madura
7th Edition
0324071744, 978-0324071740
