Answered step by step
Verified Expert Solution
Question
1 Approved Answer
Q10. The volatility of Apple Co. and Alphabet Co. are 15.9% and 31.8% per annum respectively. You have positions in shares worth $10 million in
Q10. The volatility of Apple Co. and Alphabet Co. are 15.9% and 31.8% per annum respectively. You have positions in shares worth $10 million in Apple Co. and $5 million in Alphabet Co. The corelation between the returns of the firms is 0.3 What is the volatility per day of your portfolio composed of Apple Co. and Alphabet Co.? A. 150,115.16 B. 161,245.16 C. 171,005.61 D. 100,000.00 E. 500,000.00
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started