Multiple Choice
A portfolio is equally weighted.Security One has a standard deviation of 10 percent.Security Two has a standard deviation of 8 percent.The securities have a covariance of .4254.What is the portfolio variance?
A) .2209
B) .0061
C) .8549
D) .8590
E) .2168
Correct Answer:
Verified
Correct Answer:
Verified
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