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Category > Business & Finance Posted 05 Jun 2017 My Price 8.00

1. In which of the following situations would you

1. In which of the following situations would you get the largest reduction in risk by spreading your investment across two stocks?

a. The two shares are perfectly correlated.

b. There is no correlation.

c. There is modest negative correlation.

d. There is perfect negative correlation.

2. To calculate the variance of a three-stock portfolio, you need to add nine boxes:

     
     
     

Use the same symbols that we used in this chapter; for example, x 1 = proportion invested in stock 1 and σ12 = covariance between stocks 1 and 2. Now complete the nine boxes

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Status NEW Posted 05 Jun 2017 10:06 AM My Price 8.00

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