You have a portfolio which consists of 75% of stock 1 (σ^2 = 0.16) and 25% of stock 2 (σ^2 = 0.09). Covariances : σ1,2 =

Business, Finance, Economics, Accounting, Operations Management, Computer Science, Electrical Engineering, Mechanical Engineering, Civil Engineering, Chemical Engineering, Algebra, Precalculus, Statistics and Probabilty, Advanced Math, Physics, Chemistry, Biology, Nursing, Psychology, Certifications, Tests, Prep, and more.
Post Reply
answerhappygod
Site Admin
Posts: 899603
Joined: Mon Aug 02, 2021 8:13 am

You have a portfolio which consists of 75% of stock 1 (σ^2 = 0.16) and 25% of stock 2 (σ^2 = 0.09). Covariances : σ1,2 =

Post by answerhappygod »

You have a portfolio which consists of 75% of stock 1 (σ^2 =
0.16) and 25% of stock 2 (σ^2 = 0.09). Covariances : σ1,2 = 0.02 ,
σ1,m = 0.064 , σ2,m = 0.032 and σ m^2 = 0.04 (market variance).
Find Beta of stocks and portfolio
Join a community of subject matter experts. Register for FREE to view solutions, replies, and use search function. Request answer by replying!
Top
Post Reply

Return to “Archived Questions & Answers”