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Other Fields Homework Help Finance Topic started by: Memphic on Nov 19, 2017



Title: Consider an equally weighted portfolio that contains 20 stocks. If the average volatility of these ...
Post by: Memphic on Nov 19, 2017
Consider an equally weighted portfolio that contains 20 stocks.  If the average volatility of these stocks is 35% and the average correlation between the stocks is .4, then the volatility of this equally weighted portfolio is closest to:
A) .17
B) .41
C) .14
D) .37


Title: Re: Consider an equally weighted portfolio that contains 20 stocks. If the average volatility of ...
Post by: EgorGruzdev on Nov 19, 2017
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Title: Re: Consider an equally weighted portfolio that contains 20 stocks. If the average volatility of ...
Post by: 杜姵頤 on Jan 5, 2020
thank you