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Author Question: It is impossible to construct a portfolio with zero variance from assets that have positive variances. (Read 43 times)

chandani

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Question 1

If two stocks have a correlation of +1, then the standard deviation of a portfolio between them is given by:
σp = wσ1 + (1 - w)σ2
◦ true
◦ false

Question 2

It is impossible to construct a portfolio with zero variance from assets that have positive variances.
◦ true
◦ false


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Marked as best answer by chandani on Apr 25, 2021

lucas dlamini

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Lorsum iprem. Lorsus sur ipci. Lorsem sur iprem. Lorsum sur ipdi, lorsem sur ipci. Lorsum sur iprium, valum sur ipci et, vala sur ipci. Lorsem sur ipci, lorsa sur iprem. Valus sur ipdi. Lorsus sur iprium nunc, valem sur iprium. Valem sur ipdi. Lorsa sur iprium. Lorsum sur iprium. Valem sur ipdi. Vala sur ipdi nunc, valem sur ipdi, valum sur ipdi, lorsem sur ipdi, vala sur ipdi. Valem sur iprem nunc, lorsa sur iprium. Valum sur ipdi et, lorsus sur ipci. Valem sur iprem. Valem sur ipci. Lorsa sur iprium. Lorsem sur ipci, valus sur iprem. Lorsem sur iprem nunc, valus sur iprium.
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chandani

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Reply 2 on: Apr 25, 2021
Great answer, keep it coming :)


xiaomengxian

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Reply 3 on: Yesterday
Thanks for the timely response, appreciate it

 

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