Author Question: The covariance between two investments of a portfolio is equal to the sum of the variances of the ... (Read 111 times)

misspop

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The covariance between two investments of a portfolio is equal to the sum of the variances of the investments.
  Indicate whether the statement is true or false

Question 2

A portfolio expected return E(Rp) of 3 stocks with the quantities w1 = .40, w2 = .50, w3 = .10, E(R1) = .10, E(R2) = .15, and E(R3) = .02 is equal to 0.117.
  Indicate whether the statement is true or false



juliaf

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Answer to Question 1

F

Answer to Question 2

T



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