math problems, CAPM, statistics

User Generated

ldva

Mathematics

Description

There are 9 questions, we can work through them together. I have to get one question answered in order to move on to the next.

Here's the first question:

Stock X and Stock Y have a correlation coefficient of -1. Stock X has an expected return of 50% and a standard deviation of 28%. Stock Y has an expected return of 10% and a standard deviation of 24%. Which of the following is the variance of a portfolio that has equal proportions of these two stocks? (Assume that no stocks other than X and Y can be invested in this portfolio.)

Select one:

User generated content is uploaded by users for the purposes of learning and should be used following Studypool's honor code & terms of service.

This question has not been answered.

Create a free account to get help with this and any other question!

Related Tags