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    Business
  3. Study Set
    Corporate Finance The Core
  4. Exam
    Exam 11: Optimal Portfolio Choice and the Capital Asset Pricing Model
  5. Question
    Use the Table for the Question(s) Below
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Use the Table for the Question(s) Below

Question 97

Question 97

Multiple Choice

Use the table for the question(s) below.
Consider the following expected returns, volatilities, and correlations:
Use the table for the question(s)  below. Consider the following expected returns, volatilities, and correlations:    -The volatility of a portfolio that is consists of a long position of $10000 in Wal-Mart and a short position of $2000 in Microsoft is closest to: A)  9% B)  14% C)  11% D)  12%
-The volatility of a portfolio that is consists of a long position of $10000 in Wal-Mart and a short position of $2000 in Microsoft is closest to:


A) 9%
B) 14%
C) 11%
D) 12%

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