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The options provided are the same for all the boxes. Please write the answer in an equation form. Stock XYZ has a variance of 0.04.
The options provided are the same for all the boxes. Please write the answer in an equation form.
Stock XYZ has a variance of 0.04. Stock ABC has a variance of 0.1296. The two stocks have a correlation of 0.15. If we purchased a portfolio by purchasing $300 of XYZ stock and $1200 of ABC stock, fill out the following formula for portfolio variance (make sure you do it in the same order): X1sqr*Sigma1sqr + X2sqr*Sigma2sqr + 2*rho*X1*Sigma1*X2*Sigma2 [ Select ] + [Select ] 0.15 0.80 * [ Select] 0.64 0.04 0.20 [ Select] * [ Select]Step by Step Solution
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