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Memphic Memphic
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6 years ago
Which of the following formulas is INCORRECT?
A) Variance of an equally Weighted Portfolio = (1 -  )(Average Variance of Individual Stocks) +  (Average covariance between the stocks)
B) Variance of a portfolio = 
C) Variance of a portfolio = 
D) Variance of a portfolio =
Textbook 
Corporate Finance: The Core

Corporate Finance: The Core


Edition: 4th
Authors:
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EgorGruzdevEgorGruzdev
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#1
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6 years ago
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Memphic Author
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6 years ago
Helped a lot
GeorgeNeist
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Yesterday
Thank you, thank you, thank you!
riptide
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2 hours ago
Brilliant ツ
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