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Use the info below to calculate: Stock A Stock B Stock C ER 8% 9% 13% risk 16% 18% 13% Wt 30% 20% 50% Correlation
- Use the info below to calculate:
|
| Stock A | Stock B | Stock C |
| ER | 8% | 9% | 13% |
| risk | 16% | 18% | 13% |
|
| |||
| Wt | 30% | 20% | 50% |
Correlation matrix of stocks
|
| Stock A | Stock B | Stock C |
| Stock A | 1 | -0.3 | 0.8 |
| Stock B | -0.3 | 1 | 0.3 |
| Stock C | 0.8 | 0.3 | 1 |
What is the covariance of stock A and B
- A. -0.00662
- B. 0.00764
- C. 0.00861
- D. -0.00864
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Multifractal Financial Markets An Alternative Approach To Asset And Risk Management
Authors: Yasmine Hayek Kobeissi
1st Edition
1461444896, 978-1461444893
