Multiple Choice
A portfolio has 35% of its funds invested in Security One and 65% of its funds invested in Security Two. Security One has a standard deviation of 6. Security Two has a standard deviation of 12. The securities have a coefficient of correlation of.5. Which of the following values is closest to portfolio variance?
A) 81.
B) 90.
C) 27.
D) 6561.
Correct Answer:
Verified
Correct Answer:
Verified
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