Please use the following information for this question. Assets X Y M Beta 1.2 1 Total...
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Please use the following information for this question. Assets X Y M Beta 1.2 1 Total return variance 0.0224 0.025 0.01 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. Idiosyncratic return variance 0.0080 Please use the following information for this question. Assets X Y M Beta 1.2 1 Total return variance 0.0224 0.025 0.01 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. Idiosyncratic return variance 0.0080
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Answer rating: 100% (QA)
ANS WER 0 01 44 C AL C UL ATION 0 00 80 0 025 0 01 44 EX PL AN ATION ... View the full answer
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