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Posted by: Jing
Price Quoted by Student: $1
Posted On: 2015-07-02 01:01:39
 
Question
(A) A portfolio is made up 75% of stock 1,and 25% of stock 2.Stock 1 has a variance of 0.08, and stock of 0.035.The covariance between the stocks is -0.001. calculate both the variance and the standard deviation of the portfolio.

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Price $3
Attachment 1: A portfolio is made up.xls
Solution Posted By: Accountinghelp    Posted on: 02-07-2015