Multiple Choice
A portfolio is equally weighted.Stock D has a standard deviation of 11.7,percent and Stock E has a standard deviation of 5.9 percent.The securities have a covariance of 0.0254.What is the portfolio variance?
A) 0) 012209
B) 0) 009006
C) 0) 010549
D) 0) 008590
E) 0) 016993
Correct Answer:
Verified
Correct Answer:
Verified
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