Confirm the expected portfolio variances in column 2. The correlation coefficient, , is 0.15. Return (%) Standard
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Confirm the expected portfolio variances in column 2.
The correlation coefficient, ρ, is 0.15.
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Return (%) Standard deviation (%) Covariance EG&G 25 30 112.5 GF 23 25
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Investments Analysis And Management
ISBN: 9781118975589
13th Edition
Authors: Charles P. Jones, Gerald R. Jensen
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