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npdtan92 npdtan92
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Suppose you own a two-security portfolio. You have 25.0% of your funds invested in Security A and the balance of your funds invested in Security B. Security A has a standard deviation of 8.0% and Security B has a standard deviation of 12.0%. What is the covariance of the returns on Securities A and B if the portfolio standard deviation is 10.0%?

▸ 0.0258

▸ 0.0040

▸ 0.0093

▸ 0.0147
Textbook 
Corporate Finance

Corporate Finance


Edition: 5th
Author:
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DratiniDratini
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npdtan92 Author
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A month ago
Thanks
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Thank you, thank you, thank you!
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Helped a lot
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