4. Calculate the portfolio variance and standard deviation set by filling in the blanks, using the following percenta orrelation coefficient Corr() is -0.2. Percent Invested in China Inc. stock 100% 90% 80% 70% TI = + Percent invested in Norway Corp. stock 0% 10% 20% 30% Portfolio Variance 0.0196 Portfolio Standard 14% Deviation

Essentials Of Investments
11th Edition
ISBN:9781260013924
Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Publisher:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
Chapter1: Investments: Background And Issues
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4. Calculate the portfolio variance and standard deviation set by filling in the blanks, using the
rrelation coefficient Corr(n) is -0.2.
Portfolio Standard
following percenta
Percent Invested
in China Inc.
stock
100%
90%
80%
70%
60%
50%
40%
30%
20%
10%
0%
m1
= +
Percent invested
in Norway Corp.
stock
0%
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
Portfolio Variance
0.0196
0.0576
14%
24%
Deviation
Transcribed Image Text:4. Calculate the portfolio variance and standard deviation set by filling in the blanks, using the rrelation coefficient Corr(n) is -0.2. Portfolio Standard following percenta Percent Invested in China Inc. stock 100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% m1 = + Percent invested in Norway Corp. stock 0% 10% 20% 30% 40% 50% 60% 70% 80% 90% 100% Portfolio Variance 0.0196 0.0576 14% 24% Deviation
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