Question 5 1 pts An investor would like to construct a portfolio of two stocks, Apple...
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Question 5 1 pts An investor would like to construct a portfolio of two stocks, Apple and Microsoft. The daily return rates and variances are given in the table: Apple Microsoft Expected Return 0.3% 0.2% Variance 0.08% 0.03% If the investor would like to put 30% of his investment on Apple and the rest on Microsoft, what is the corresponding variance it achieves given that the correlation of two stocks is 0.3? O 0.028% O 0.022% O 0.015% O 0.23% Question 5 1 pts An investor would like to construct a portfolio of two stocks, Apple and Microsoft. The daily return rates and variances are given in the table: Apple Microsoft Expected Return 0.3% 0.2% Variance 0.08% 0.03% If the investor would like to put 30% of his investment on Apple and the rest on Microsoft, what is the corresponding variance it achieves given that the correlation of two stocks is 0.3? O 0.028% O 0.022% O 0.015% O 0.23%
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