The firm Emma's Elegant Emeralds, LLP., holds a portfolio of stocks A, B, and C, with...
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The firm Emma's Elegant Emeralds, LLP., holds a portfolio of stocks A, B, and C, with weights of: 0.19, 0.22, and 0.59, respectively, and standard deviations of: 10.3327, 9.8071, and 9.5423, and the covariance matrix for this portfolio is: 106.7644 -0.9575 1.6245 -0.9575 96.1786 -7.0460 1.6245 -7.0460 91.0552 The variance of this portfolio is the closest to: (Hint: use Excel MMULT function to calculate the portfolio variance): Select one: O a. 9.54 O b. 0.42 O c. O d. O e. 9.81 O f. 4.17 O g. insufficient information to determine 10.33 38.66 The firm Emma's Elegant Emeralds, LLP., holds a portfolio of stocks A, B, and C, with weights of: 0.19, 0.22, and 0.59, respectively, and standard deviations of: 10.3327, 9.8071, and 9.5423, and the covariance matrix for this portfolio is: 106.7644 -0.9575 1.6245 -0.9575 96.1786 -7.0460 1.6245 -7.0460 91.0552 The variance of this portfolio is the closest to: (Hint: use Excel MMULT function to calculate the portfolio variance): Select one: O a. 9.54 O b. 0.42 O c. O d. O e. 9.81 O f. 4.17 O g. insufficient information to determine 10.33 38.66
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