Question
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 C and B?
- A. 0.00702
-
B. 0.00706
- C. 0.00612
- D. 0.00698
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Supply Chain Finance And Blockchain Technology The Case Of Reverse Securitisation
Authors: Erik Hofman, Urs Magnus Strewe, Nicola Bosia
1st Edition
3319623702, 978-3319623702
