Question 5 1 pts Consider the following returns: Stock X Stock Z Year End Stock Y Realized Return Realized Return Realized Return 2004 0.2% 20.1% -14.6% 2005 72.7% -3.2% 4.3% 2006 -27.0% -25.7% -58.1%...

How do I calculate the variance of the portfolio as shown in the image?

Question 5<br>1 pts<br>Consider the following returns:<br>Stock X<br>Stock Z<br>Year End<br>Stock Y Realized Return<br>Realized Return<br>Realized Return<br>2004<br>0.2%<br>20.1%<br>-14.6%<br>2005<br>72.7%<br>-3.2%<br>4.3%<br>2006<br>-27.0%<br>-25.7%<br>-58.1%<br>2007<br>56.9%<br>27.9%<br>71.1%<br>-5.1%<br>2008<br>17.3%<br>6.7%<br>2009<br>-11.3%<br>17.9%<br>0.9%<br>The variance on a portfolio that is made up of equal investments in Stock X and Stock Z is closest to:<br>0.62<br>0.05<br>0.12<br>0.06<br>

Extracted text: Question 5 1 pts Consider the following returns: Stock X Stock Z Year End Stock Y Realized Return Realized Return Realized Return 2004 0.2% 20.1% -14.6% 2005 72.7% -3.2% 4.3% 2006 -27.0% -25.7% -58.1% 2007 56.9% 27.9% 71.1% -5.1% 2008 17.3% 6.7% 2009 -11.3% 17.9% 0.9% The variance on a portfolio that is made up of equal investments in Stock X and Stock Z is closest to: 0.62 0.05 0.12 0.06

Jun 03, 2022

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Question 5 1 pts Consider the following returns: Stock X Stock Z Year End Stock Y Realized Return Realized Return Realized Return 2004 0.2% 20.1% -14.6% 2005 72.7% -3.2% 4.3% 2006 -27.0% -25.7% -58.1%...

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