Assume the variance of IBM is 0.16 and the variance of Microsoft is 0.25. If the variance
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Assume the variance of IBM is 0.16 and the variance of Microsoft is 0.25. If the variance of an equally weighted portfolio of these stocks is 0.0525, then the covariance between these stocks is closest to:
Related Book For
Fundamentals Of Corporate Finance
ISBN: 9780135811603
5th Edition
Authors: Jonathan Berk, Peter DeMarzo, Jarrad Harford
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