Question
Given: You have a portfolio of three stocks - A, B and C. The returns on the stocks are 12%,8%, and 10% respectively. your investment
Given: You have a portfolio of three stocks - A, B and C. The returns on the stocks are 12%,8%, and 10% respectively. your investment in Stock A is S25K, Stock B is S35K, and Stock C is S40K. The variances, of A, B, and C, are 52, 38 and 45. The covariance of A and B is 63. Th covariance of B and C is 74 and that of A and C is 35. What is the portfolio return? What is the portfiolio risk?
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Finance Of International Trade
Authors: Eric Bishop
1st Edition
0750659084, 978-0750659086
