1. Compute covariance, the correlation between assets in a portfolio 2. Estimate portfolio's risk (Variance, standard deviation...
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1. Compute covariance, the correlation between assets in a portfolio |
2. Estimate portfolio's risk (Variance, standard deviation of portfolio) |
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ending price initial price shares return weight money ALUMINA LIMITED AWC domestic stock 1.87 1.7 33230000 CHORUS LIMITED CNU domestic stock average total 6.8 5.87 20700000 10.00000% 15.84327% 31.74% $ 12.922% expected return 25.84327% 13.988820224719100% 68.26% $ 50.00000% 100% $ 56,491,000 121,509,000 178,000,000 question: 1. Compute covariance, correlation between assets in portfolio 2. Estimate portfolio's risk (Variance,standard deviation of portfolio) ending price initial price shares return weight money ALUMINA LIMITED AWC domestic stock 1.87 1.7 33230000 CHORUS LIMITED CNU domestic stock average total 6.8 5.87 20700000 10.00000% 15.84327% 31.74% $ 12.922% expected return 25.84327% 13.988820224719100% 68.26% $ 50.00000% 100% $ 56,491,000 121,509,000 178,000,000 question: 1. Compute covariance, correlation between assets in portfolio 2. Estimate portfolio's risk (Variance,standard deviation of portfolio)
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