What is the portfolio variance if 30 is invested in stock S and 70 is invested in stockT A 002220 B 004056 C 006224 D 008080 E 098000 State of Economy Boom Normal Probability of State of Econom 40 60 Returns if State Occurs Stock T 20 4 Stock S 12 696...

B Computation of Variance ErBoom 30 12 70 20 036 ...

What is the portfolio variance if 30% is invested in stock S and 70% is invested in

Question:

What is the portfolio variance if 30% is invested in stock S and 70% is invested in stockT?

A. .002220

B. .004056

C. .006224

D. .008080

E. .098000

Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...