You have an equally weighted portfolio containing shares in Company A and Company B. The standard deviation of the returns on Company A shares is 11% and the standard deviation for Company B shares is 9%. The two shares’ returns have a covariance of 0.0012423. What is the standard deviation or risk of your portfolio?
https://gpatargeter.com/wp-content/uploads/2021/07/logo.png 0 0 https://gpatargeter.com/wp-content/uploads/2021/07/logo.png 2022-05-18 11:09:142022-05-18 11:09:14You have an equally weighted portfolio containing shares in Company A and Company B.