The table below shows the standard deviation of two shares, D and E, along with the weight that each share has in a portfolio. The correlation between the two shares is 0.7. What is the variance of...


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The table below shows the standard deviation of two shares, D and E, along with the weight that each share has in a portfolio. The correlation between the two shares is 0.7.<br>What is the variance of the portfolio?<br>Share<br>Standard Deviation<br>Weight<br>3%<br>22%<br>E<br>8%<br>78%<br>a. 0.008815<br>b. 0.004642<br>O c. 0.004514<br>O d. 0.004457<br>

Extracted text: The table below shows the standard deviation of two shares, D and E, along with the weight that each share has in a portfolio. The correlation between the two shares is 0.7. What is the variance of the portfolio? Share Standard Deviation Weight 3% 22% E 8% 78% a. 0.008815 b. 0.004642 O c. 0.004514 O d. 0.004457

Jun 05, 2022
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