Answered step by step
Verified Expert Solution
Link Copied!

Question

1 Approved Answer

You have the following portfolio of stocks. What is the correlation coefficient between Dand F? Answer should be formatted as a number with two decimal

image text in transcribed

You have the following portfolio of stocks. What is the correlation coefficient between Dand F? Answer should be formatted as a number with two decimal places (e.g. 99.99). 12.21% Weight 22.90% Stock A 1 -1.88% 17.18% B 20.99% 11.45% 15.27% D E -1.03% 0.46% 4.54% F -10.13% -0.09% 2 -2.71% 3.32% 0.88% 3.51% -7.11% 6.74% -2.24% 0.87% 3 1.28% 1.78% 1.05% -0.01% 4 2.84% 0.20% 9.83% 3.38% 1.83% 0.54% 0.48% 5 3.15% 1.83% 13.00% 4.97% 2.99% -2.94% 6 -3.87% -9.47% 5.29% 1.78% -8.52% 7 -1.64% -6.94% -0.98% 0.00% -2.77% -2.53% 00 8 -5.54% 0.85% 2.91% 2.34% -7.30% -7.12% ON -3.18% -0.80% 2.87% -2.08% -2.58% -1.38% 0.76% 0.32% 10 5.67% 2.11% -3.67% 0.69% 11 5.28% 7.19% -2.53% -0.85% 8.43% 5.22% 12 1.51% -0.21% -2.62% -0.33% -0.65% 13 2 -8.81% 0.17% -11.79% 4.49% 1.78% -9.80% -4.72% -7.91% 14 0.43% -0.40% 1.54% 2.65% -0.36% 2.73% 1.47% -1.80% -9.51% 0.87% - 1.51% -7.83% 15 2.37% 0.40% 16 -9.93% -1.41% 0.81% - 15.58% 17 - 16.03% -30.83% 1.05% -27.26% -15.24% 18 -6.96% -22.71% 14.23% 1.05% -8.64% -6.98%

Step by Step Solution

There are 3 Steps involved in it

Step: 1

blur-text-image

Get Instant Access to Expert-Tailored Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

blur-text-image

Step: 3

blur-text-image

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Recommended Textbook for

The Yield Curve And Financial Risk Premia Implications For Monetary Policy

Authors: Felix Geiger

1st Edition

3642215742, 3642215750, 9783642215742, 9783642215759

More Books

Students also viewed these Finance questions