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Helen Kebede Helen Kebede
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7 months ago
In a two-security portfolio, 25% is invested in Security A and the remainder in Security B. If the portfolio standard deviation is 12%, and the individual standard deviations for Security A and Security B are 22% and 7%, respectively, what is the covariance of the returns on Securities A and B?

▸ 0.023

▸ 0.0375

▸ 0.017

▸ 0.0469
Textbook 
Corporate Finance

Corporate Finance


Edition: 5th
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nalsaidynalsaidy
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#1
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7 months ago
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Helen Kebede Author
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7 months ago
Thanks for your help!!
novae
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Yesterday
Correct Slight Smile TY
IvanaVR
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2 hours ago
Helped a lot
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