There is a portfolio with 3 stocks with the following features Stock Standart deviation of error Weight of stock in the porfolio 0,87 0,09 0,25 0,08 0,07 0,15 1,1 0,14 0,60 What is the portfolio risk, if market index standard deviation is 0,06 ...

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There is a portfolio with 3 stocks with the following features: Stock Standart deviation of error

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There is a portfolio with 3 stocks with the following features:

Stock	β	Standart deviation of error	Weight of stock in the porfolio
А	0,87	0,09	0,25
В	-0,08	0,07	0,15
С	1,1	0,14	0,60

What is the portfolio risk, if market index standard deviation is 0,06.

Related Book For answer-question

Systems Analysis and Design

ISBN: 978-1133274636

9th Edition

Authors: Shelly Cashman, Gary B. Shelly and Harry J. Rosenblatt

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Posted Date: Nov 10, 2022 02:36 AM

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There is a portfolio with 3 stocks with the following features: Stock Standart deviation of error

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Systems Analysis and Design

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