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Smbl Amerika Papaan fonlarnn %62'sini I hissesine ve bakiyeyi J hissesine yatryor. I'deki getirilerin standart sapmas %14 ve J'de %26'dr. (Hesaplamalarnzda yzdeleri deil, ondalk saylar

Smbl Amerika Papaan fonlarnn %62'sini I hissesine ve bakiyeyi J hissesine yatryor. I'deki getirilerin standart sapmas %14 ve J'de %26'dr. (Hesaplamalarnzda yzdeleri deil, ondalk saylar kullann.)

a. Getiriler arasndaki korelasyonun 1 olduunu varsayarak portfy getirilerinin varyansn hesaplayn. (Ara hesaplamalar yuvarlamayn. Cevabnz 4 ondalk basamaa yuvarlayn.)

portfy fark

b. Korelasyonun .4 olduunu varsayarak portfy getirilerinin varyansn hesaplayn. (Ara hesaplamalar yuvarlamayn. Cevabnz 4 ondalk basamaa yuvarlayn.)

portfy fark

c. Korelasyonun 0 olduunu varsayarak portfy getirilerinin varyansn hesaplayn. (Ara hesaplamalar yuvarlamayn. Cevabnz 4 ondalk basamaa yuvarlayn.)

portfy fark

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