|
Title: What is the variance on a portfolio that has $3000 invested in Duke Energy, $4000 invested in ... Post by: johnpaech on Nov 19, 2017 What is the variance on a portfolio that has $3000 invested in Duke Energy, $4000 invested in Microsoft, and $3000 invested in Wal-Mart stock?
Title: Re: What is the variance on a portfolio that has $3000 invested in Duke Energy, $4000 invested in ... Post by: deusmaroto on Nov 19, 2017 Variance of a portfolio =
COV Duke Microsoft Wal-Mart Duke 0.0568 -0.0193 0.0037 Microsoft -0.0193 0.2420 0.1277 Wal-Mart 0.0037 0.1277 0.1413 Weights 0.3 0.4 0.3 XiXj XDuke XMicrosoft XWal-Mart XDuke 0.09 0.12 0.09 XMicrosoft 0.12 0.16 0.12 XWal-Mart 0.09 0.12 0.09 XiXjCOV(I,j) Duke Microsoft Wal-Mart Duke 0.005112 -0.00232 0.00033 Microsoft -0.00232 0.038714 0.015322 Wal-Mart 0.00033 0.015322 0.012715 Var(P) = 0.083205 |