Problem 2 Variance of a portfolio  

If Var(rX)=0.25 and Var(rY)=0.16 and Cov(rX,rY)=0.04. What would be the

variance Y?

A. 0.154 B. 0.120 C. 0.101 D. 0.084 E. 0.118 

of rate of return of a portfolio made of 30% of X and 70% of

Problem 3 Variance of a portfolio  

If Var(rX)=0.25 and Var(rY)=0.16 and Cov(rX,rY)=-0.04. What would be the

variance Y?

A. 0.154 B. 0.120 C. 0.101 D. 0.084 E. 0.118 

of rate of return of a portfolio made of 30% of X and 70% of

Problem 4 Variance of a portfolio  

If Var(rX)=0.25 and Var(rY)=0.16 and Cov(rX,rY)=0. What would be the

variance Y?

A. 0.154 B. 0.120 C. 0.101 D. 0.084 E. 0.118