Question: Please use the following information for this question Beta 1.2 Total return variance 0.0224 0.029 0.01 Assets Idiosyncratic return variance 0.0080 where M refers to

Please use the following information for this question Beta 1.2 Total

Please use the following information for this question Beta 1.2 Total return variance 0.0224 0.029 0.01 Assets Idiosyncratic return variance 0.0080 where "M" refers to the market portfolio. What is the idiosyncratic return variance of an equally-weighted portfolio of assets X and Y? Please round your calculation to the nearest 4th decimal and fill in the calculated number below. Answer: 0.0135 Please use the following information for this question Beta 1.2 Total return variance 0.0224 0.029 0.01 Assets Idiosyncratic return variance 0.0080 where "M" refers to the market portfolio. What is the idiosyncratic return variance of an equally-weighted portfolio of assets X and Y? Please round your calculation to the nearest 4th decimal and fill in the calculated number below. Answer: 0.0135

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