Multiple Choice
In a two-security portfolio 25% of your money is invested in Security X and the remainder in Security Y.If the standard deviations of Securities X and Y are 22 % and 7 %,respectively,and the portfolio variance is 0.01155625,what is the correlation between the two securities?
A) -0.003275
B) 0.03275
C) 1.0
D) -1.0
Correct Answer:
Verified
Correct Answer:
Verified
Q3: The standard deviation and expected returns for
Q5: The income yield and capital gain yield
Q6: Indiana Jones intends to form a portfolio
Q7: Given the following forecasts,what is the expected
Q9: In question 18 above,what is the income
Q10: The standard deviation and expected returns for
Q11: A stock selling for $12.00 today and
Q12: For the following efficient frontier,the standard deviation
Q13: For the following efficient frontier,the expected return
Q90: Does diversification always reduce the overall risk?