Create a portolo using the four stocks and information bew Expactad Return Weigh

Question

Create a portolo using the four stocks and information bew Expactad Return Weight in Partfolia 20.00% Do not round intermediate calculations. Record your answers in decinal form and round your answers to 4 decimal places. Ex.xxxxx) What is the variance of A? Whar is the variance of B? What is the variance of C? What i the variance of D What ie the Correlaton AA? What is the Correlaton B,By? What is the Carrelaton (C,Cj? Whast is the Carelaton D,D? What is then Cavanan(AA Whet is the Cavanianon (A,H What is the Cavarance (A,C? Wher is the Cavariance (A,DI? Whet s the Cavar anca (B.AT Whet ls the Covarianca (B,B What is the Covarance (B.CI? Whet is the Covariance (B,DI? What is the Covariance (C,A)? What is the Covariance (C,B) What i the Covariance (C,Cy? What is the Cavariance (C,Dy? What is the Cavariance (D,A)? Whast is the Cavarianc (D,B)? Whaat is th CavarancD,C? What is the cxperind rebum an the portfalo abcwe? Whet is the variance on the portfolia sbove? Whet is tha standard cewerion on the porttalio abowe?

Explanation / Answer

As per rules I will answer the first 4 sub parts.

Variance is the square of standard deviations

1:Variance of A = 37%^2

=0.1369

2: Variance of B = 32%^2

=0.1024

3: Variance of C = 20%^2

= 0.04

4: Variance of D = 37%^2

0.1369

Related Questions

Navigate

• Browse (All)
• Browse C
• Subjects

---

---

Integrity-first tutoring: explanations and feedback only — we do not complete graded work. Learn more.