Question
What is the variance of a portfolio consisting of $3,500 in stock G and $6,500 in stock H. State of Econ Probability of State of
What is the variance of a portfolio consisting of $3,500 in stock G and $6,500 in stock H.
State of Econ Probability of State of Econ Ret if state occurs
BOOM 15% G=15% H=9%
NORMAL 85% G=8% H=6%
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Financial Markets and Institutions
Authors: Frederic S. Mishkin, Stanley G. Eakins
5th edition
321280299, 321280296, 978-0321280299
