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Use the following variance/covariance matrix of a three-share portfolio for the following two questions: Share A Share B Share C Total Share A Share B
Use the following variance/covariance matrix of a three-share portfolio for the following two questions: Share A Share B Share C Total Share A Share B 2.50 Share C Total Given the following information (hint: use only portfolio weights in decimals for consistency): XA=40% GA = 20 COVA_B = 30 XB = 25% COVA,C = 45 GB = 40 c=45 Xc = 35% PB.C = CorrB,C = -0.925 What is the standard deviation of this three-share portfolio? 5.13 4.79 3.59 6.77 Question 5 (1 point) Saved What is the closest numeric value you place in cell (B,C)? -0.002 -0.081 3.193 -3.434 Use the following variance/covariance matrix of a three-share portfolio for the following two questions: Share A Share B Share C Total Share A Share B 2.50 Share C Total Given the following information (hint: use only portfolio weights in decimals for consistency): XA=40% GA = 20 COVA_B = 30 XB = 25% COVA,C = 45 GB = 40 c=45 Xc = 35% PB.C = CorrB,C = -0.925 What is the standard deviation of this three-share portfolio? 5.13 4.79 3.59 6.77 Question 5 (1 point) Saved What is the closest numeric value you place in cell (B,C)? -0.002 -0.081 3.193 -3.434
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