Consider the following covariances between securities Duke Microsoft Wal Mart Duke 0 0568 0 0193 0 0037 Microsoft 0 0193 0 2420 0 1277 Wal Mart 0 0037 0 1277 0 1413 The variance on a portfolio that is made up of equal investments in Duke Energy and Microsoft stock is closest to ...

Consider the following covariances between securities: Duke Microsoft Wal-Mart Duke 0.0568 -0.0193 0.0037 Microsoft -0.0193 0.2420 0.1277

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Consider the following covariances between securities:

	Duke	Microsoft	Wal-Mart
Duke	0.0568	-0.0193	0.0037
Microsoft	-0.0193	0.2420	0.1277
Wal-Mart	0.0037	0.1277	0.1413

The variance on a portfolio that is made up of equal investments in Duke Energy and Microsoft stock is closest to?

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Investments Analysis and Management

ISBN: 978-1118363294

12th edition

Authors: Charles P. Jones

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Posted Date: Oct 27, 2022 12:33 AM

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Consider the following covariances between securities: Duke Microsoft Wal-Mart Duke 0.0568 -0.0193 0.0037 Microsoft -0.0193 0.2420 0.1277

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Investments Analysis and Management

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