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npdtan92 npdtan92
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6 months ago
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
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DratiniDratini
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