Multiple Choice
Stock M and Stock N have had the following returns for the past three years: -12%,10%,32%; and 15%,6%,24%,respectively.Calculate the covariance between the two securities.
A) -99
B) +99
C) +250
D) -250E
Correct Answer:
Verified
Correct Answer:
Verified
Related Questions
Q5: What is the beta of a portfolio
Q33: For a two-stock portfolio, the maximum reduction
Q40: Briefly explain what the beta of a
Q42: Briefly explain how individual securities affect portfolio
Q43: If the standard deviation of annual returns
Q44: The standard deviation of a two-stock portfolio
Q45: The annual returns for three years for
Q53: If the covariance between stock A and
Q59: The portfolio risk that cannot be eliminated
Q85: Define the term risk premium.