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A Portfolio Is Equally Weighted

Question 43

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

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