Question
Toyota has an expected return of 25 %, and a variance of 0.012 . Honda has an expected return of 20 %, and a variance
Toyota has an expected return of 25%, and a variance of 0.012. Honda has an expected return of 20%, and a variance of 0.005. The covariance between Toyota and Honda is 0.06. Using these data, calculate the variance of a portfolio consisting of 50% Toyota and 50% Honda.
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Financial Management For Decision Makers
Authors: Peter Atrill
8th Edition
129213433X, 978-1292134338
