You are given the following information about 4 stocks:Variance-Covariance Matrix1Stock30.0125 0.0244 0.45250.0125 0.0759 0.0252 0.01550.0244 0.0252 0.0987 0.08320.4525 0.0155 0.0832 0.0288410.0325234What is the variance of the equally weighted portfolio consisting of these stocks? Round yourfinal answer to four decimal places.

Weight in stock 1 (w1) = 0.25 Weight in stock 2 (w2) = 0.25 Weight in stock 3 (w3) = 0.25 Weight in…

You are given the following information about 4 stocks: Variance-Covariance Matrix 3 0.0325 0.0125 0.0244 0.4525 0.0125 0.0759 0.0252 0.0155 0.0244 0.0252 0.0987 0.0832 0.4525 0.0155 0.0832 0.0288 Stock 1 4 1 3 4 What is the variance of the equally weighted portfolio consisting of these stocks? Round your final answer to four decimal places.

You are given the following information about 4 stocks: Variance-Covariance Matrix 3 0.0325 0.0125 0.0244 0.4525 0.0125 0.0759 0.0252 0.0155 0.0244 0.0252 0.0987 0.0832 0.4525 0.0155 0.0832 0.0288 Stock 1 4 1 3 4 What is the variance of the equally weighted portfolio consisting of these stocks? Round your final answer to four decimal places.

Intermediate Financial Management (MindTap Course List)

13th Edition

ISBN:9781337395083

Author:Eugene F. Brigham, Phillip R. Daves

Publisher:Eugene F. Brigham, Phillip R. Daves

Chapter2: Risk And Return: Part I

Section: Chapter Questions

Problem 5P

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