Multiple Choice
A portfolio consists of two stocks with Stock A having a weight of 41 percent.Stock A has a standard deviation of 16.78 percent,and Stock B's standard deviation is 8.44 percent.The stocks have a covariance of −0.0063.What is the portfolio variance?
A) 0) 001253
B) 0) 004165
C) 0) 004961
D) 0) 019097
E) 0) 034141
Correct Answer:
Verified
Correct Answer:
Verified
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