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    Exam 11: Optimal Portfolio Choice and the Capital Asset Pricing Model
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    Use the Table for the Question(s)below
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Use the Table for the Question(s)below

Question 111

Question 111

Multiple Choice

Use the table for the question(s) below.
Consider the following covariances between securities: Use the table for the question(s) below. Consider the following covariances between securities:   -The variance on a portfolio that is made up of equal investments in Duke Energy and Microsoft stock is closest to: A) .065. B) 0.090. C) .149. D) -0.020.
-The variance on a portfolio that is made up of equal investments in Duke Energy and Microsoft stock is closest to:


A) .065.
B) 0.090.
C) .149.
D) -0.020.

Correct Answer:

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