- Returns on stocks X and Y are listed below: Period 1 2 3 4 5 6 7 Stock X 3% -2% 9% 6% -1% -4% 11% Stock Y 1% -4% 7% 12% 3% -2% -1% Consider a portfolio of 20% stock X and 80% stock Y. What is the (population) variance of portfolio returns? Please round your answer to six decimal places.
- Returns on stocks X and Y are listed below: Period 1 2 3 4 5 6 7 Stock X 3% -2% 9% 6% -1% -4% 11% Stock Y 1% -4% 7% 12% 3% -2% -1% Consider a portfolio of 20% stock X and 80% stock Y. What is the (population) variance of portfolio returns? Please round your answer to six decimal places.
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter4: Eigenvalues And Eigenvectors
Section4.6: Applications And The Perron-frobenius Theorem
Problem 25EQ
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Q3 - Returns on stocks X and Y are listed below:
Period 1 2 3 4 5 6 7
Stock X 3% -2% 9% 6% -1% -4% 11%
Stock Y 1% -4% 7% 12% 3% -2% -1%
Consider a portfolio of 20% stock X and 80% stock Y.
What is the (population) variance of portfolio returns?
Please round your answer to six decimal places.
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