Multiple Choice
A portfolio consists of two stocks with Stock A having a weight of 64 percent.Stock A has a standard deviation of 21.22 percent.Stock B has a standard deviation of 16.44 percent.The stocks have a covariance of -.027.What is the portfolio variance?
A) .0012
B) .0095
C) .0049
D) .0190
E) .0344
Correct Answer:
Verified
Correct Answer:
Verified
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