Question
Stock A and stock B have had annual observed returns of -0.1, 0.12, 0.28 and 0.18, 0.13, 0.24 respectively. Calculate the covariance between the securities,
Stock A and stock B have had annual observed returns of -0.1, 0.12, 0.28 and 0.18, 0.13, 0.24 respectively. Calculate the covariance between the securities, in decimal form, precise to four digits after the comma.
Step by Step Solution
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To calculate the covariance between two securities we need the following formula Covariance X X Y n ...
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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
