Question: The Question will not provide stddev and mean 2. 1. assume that you have two stocks with weights 0.4 and 0.6. assume that the covriance

The Question will not provide stddev and mean

The Question will not provide stddev and mean 2. 1. assume that

2. 1. assume that you have two stocks with weights 0.4 and 0.6. assume that the covriance is of the form aij = 1] 2. Calculate the standard deviation of the portfolio 3. Calculate the risk decomposition of the portfolio as we did in class 4. What is the VAR of 99% level of the portfolio

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