An equal weighted portfolio consists of 100 securities The average return of the securities is 0 01, the average variance of the securities is 0 08, and the average covariance between any pair of securities is 0 02 What is the return standard deviation of the portfolio An equal weighted portfolio ...

ANSWER The formula to calculate the portfolio standard deviation for an ...

An equal-weighted portfolio consists of 100 securities. The average return of the securities is 0.01, the...

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Investments Analysis and Management

ISBN: 978-1118363294

12th edition

Authors: Charles P. Jones

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Posted Date: Aug 29, 2023 02:32 PM

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An equal-weighted portfolio consists of 100 securities. The average return of the securities is 0.01, the...

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Investments Analysis and Management

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