If all shares had a standard deviation of 20 percent mad correlation of 0.4 with the returns

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If all shares had a standard deviation of 20 percent mad correlation of 0.4 with the returns on all other shares what would be the risk of portfolios of 5, 10, 20, and 50 shares?

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Business Statistics In Practice

ISBN: 9780073401836

6th Edition

Authors: Bruce Bowerman, Richard O'Connell

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Posted Date: May 23, 2023 04:12 AM

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If all shares had a standard deviation of 20 percent mad correlation of 0.4 with the returns

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Lets calculate the portfolio variance for each case For a portfolio of 5 shares Portfolio Variance W... View the full answer

Business Statistics In Practice

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