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I have no idea how to get these answers! Any help would be appreciated! Question 8 O out of 10 points Answer questions 8-9 from
I have no idea how to get these answers! Any help would be appreciated!
Question 8 O out of 10 points Answer questions 8-9 from the following information: Two stocks (A and B) have a covariance of 23. When combined in equal proportions into portfolio Y, the variance of the portfolio is 30.25. Stock A has a variance twice that of Stock B. Another portfolio (X) has an expected return of 17% and a variance of 50. Additional Information The expected return on the market is 15% and the risk free rate is 7% Covariance (A,Market) = 22 and Covariance (B,Market) = 15.5 Variance of the Market is 15 What is Variance of Stock A? Selected Answer: [None Given] Correct Answer: 50 Answer range +/- 1 (49 - 51) Question 9 O out of 10 points What is the covariance of portfolio Y with the Market? Selected Answer: [None Given] Correct Answer: 18.75 Answer range +/- 0.2 (18.55 - 18.95)Step by Step Solution
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