Multiple Choice
A stock portfolio consists of two stocks X and Y.Their daily closing prices are correlated random variables with variances σX2 = 3.51 and σY2= 5.22,and covariance σXY = −1.55.What is the standard deviation of the sum of the closing prices of these two stocks?
A) 5.63
B) 7.18
C) 8.73
D) 2.68
Correct Answer:
Verified
Correct Answer:
Verified
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