Question
Toyota has an expected return of 23 %, and a variance of 0.014 . Honda has an expected return of 18 %, and a variance
Toyota has an expected return of23%, and a variance of0.014. Honda has an expected return of18%, and a variance of0.007. The covariance between Toyota and Honda is0.08. Using these data, calculate the variance of a portfolio consisting of 50% Toyota and 50% Honda.
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Investments An Introduction
Authors: Herbert B Mayo
9th Edition
324561385, 978-0324561388
