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RIM ENCANA Reitmans Arithmetic Mean 6% 22% 14% Standard Deviation 75% 20% 20% Proportion of Portfolio 40% 30% 30% Correlation: RIM & ENCANA 0.00 Correlation:
RIM ENCANA Reitmans Arithmetic Mean 6% 22% 14% Standard Deviation 75% 20% 20% Proportion of Portfolio 40% 30% 30% Correlation: RIM & ENCANA 0.00 Correlation: RIM & Reitmans -0.25 Correlation: ENCANA & Reitmans -0.30 Using the Variance/Covariance matrix provided on the last page of the formula sheet, calculate the standard deviation of the portfolio (comprised of 40% RIM, 30% ENCANA and 30% Reitmans)
RIM
ENCANA
Reitmans
Arithmetic Mean
6%
22%
14%
Standard Deviation
75%
20%
20%
Proportion of Portfolio
40%
30%
30%
Correlation:
RIM & ENCANA
0.00
Correlation:
RIM & Reitmans
-0.25
Correlation:
ENCANA & Reitmans
-0.30
Using the Variance/Covariance matrix provided on the last page of the formula sheet, calculate the standard deviation of the portfolio (comprised of 40% RIM, 30% ENCANA and 30% Reitmans)
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
