FREE Trial
Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

The following is a variance/covariance matrix for a three share portfolio. Share A Share B Share C Total 2.25 Share A Share B Share C

image text in transcribed
The following is a variance/covariance matrix for a three share portfolio. Share A Share B Share C Total 2.25 Share A Share B Share C Total Given the following information (hint: use values as displayed for consistency with the table's units): XA = 0.50 Xp = 0.30 Xc = 0.20 0A = 30 o'g = 25 oc = 70 B COVA, B = 40 = 25 PB,c= Corre,c = -0.85 COVAC = What is the standard deviation of this three share portfolio? 5.03 7.69 29.0 25.33

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

Unlock Financial Success With Self Storage Wealth Strategies

Unlock Financial Success With Self Storage Wealth Strategies

Authors: Ethan D. Costa

1st Edition

979-8866108695

More Books

Students also viewed these Finance questions

Question

★★★★★
A bowling alley costs $500,000 and has a useful life of 10 years. Its estimated MV at the end of year 10 is $20,000. Create a spreadsheet that calculates the depreciation for years 1-10 using (i) the...

Answered: 1 week ago

Question

★★★★★
/ / If there are fewer than k hashtags, then the vector is filled / / with all hashtags ( in most - tweeted to least - tweeted order ) .

Answered: 1 week ago

Question

★★★★★
4. A patient had 20 mg of Lasix (furosemide) PO at 10 AM. Which would be essential for the nurse to include in the change-of-shift report? A. The patient lost two pounds. B. The patients potassium...

Answered: 1 week ago

Question

★★★★★
Water at 20C and a flow rate of 0.1 kg/s enters a heated, thin-walled tube with a diameter of 15 mm and length of 2 m. The wall heat flux provided by the heating elements depends on the wall...

Answered: 1 week ago

Question

★★★★★
The following is a variance/covariance matrix for a three share portfolio. Share A Share B Share C Total 2.25 Share A Share B Share C Total Given the following information (hint: use values as...

Answered: 1 week ago

Question

★★★★★
Robert entertains four key clients and their spouses at a nightclub. Expenses were $445 (limo charge), $105 (cover charge), $595 (drinks and dinner), and $119 (tips to servers). If Robert is...

Answered: 1 week ago

Question

★★★★★
True or false: The Advertising Research tool cannot provide live ad examples from your competitors' campaigns. True False

Answered: 1 week ago

Question

★★★★★
Welcome on board to Blended, Inc. As you know we are one of the nation's elite producers of multi-purpose kitchen blenders. I would like you to think about optimal production levels in our two plants...

Answered: 1 week ago

Question

★★★★★
Terri purchased an annuity for $100,000. She was to receive $10,000 per year and her life expectancy was 20 years. She died after receiving eight payments. Terri's final return should reflect a loss...

Answered: 1 week ago

Question

★★★★★
The owner of Toto Industries is evaluating various workers compensation plans for their ability to meet the organization's risk financing goals. The guaranteed cost policy is less effective than...

Answered: 1 week ago

Question

★★★★★
1. What is the purpose of the business impact analysis (BIA)? 2. What is the difference between the disaster recovery plan (DRP) and a business continuity plan (BCP)? 3. What are the commands used in...

Answered: 1 week ago

Previous Question Next Question