Debra is analyzing a two stock portfolio that consists of a utility stock and a commondity stock. she knows that the return on the utility stock has a standard deviation of 40 percent and the return on the commodity stock has a standard deviation of 30 percent. however, she does not know the exact vocariance in the returns of the two stocks. debra would like to plot the variance of the portfolio for each of three cases - covariance of 0.100, 0, and -0.100 in order to understand what the variance of the portfolio would be for a range of covariances. do the calculation for all three cases (0.100,0, and -0.100) assuming an equal proportion of each stock in the portfolio. variance:______ coefficient:________ standard deviation:______
Debra is analyzing a two stock portfolio that consists of a utility stock and a commondity stock. she knows that the return on the utility stock has a standard deviation of 40 percent and the return on the commodity stock has a standard deviation of 30 percent. however, she does not know the exact vocariance in the returns of the two stocks. debra would like to plot the variance of the portfolio for each of three cases - covariance of 0.100, 0, and -0.100 in order to understand what the variance of the portfolio would be for a range of covariances. do the calculation for all three cases (0.100,0, and -0.100) assuming an equal proportion of each stock in the portfolio.
variance:______
coefficient:________
standard deviation:______
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