Question
Use the following information to answer Part G ABC Company XYZ Company Standard Deviation .0669 0.1001 Market Weight 40% 60% Covariance .0066 A) Calculate the
Use the following information to answer Part G
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| ABC Company | XYZ Company |
| Standard Deviation | .0669 | 0.1001
|
| Market Weight | 40% | 60% |
| Covariance | .0066 | |
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A) Calculate the variance of the portfolio above. (2 Mark) Please answer as a decimal to 4 decimal places.
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Household Finance Adrift In A Sea Of Red Ink Palgrave Macmillan Studies In Banking And Financial Institutions
Authors: D. Chorafas
1st Edition
1137299444, 1137299452, 9781137299451
