Question: The table below shows standard deviations and correlation coefficients for seven stocks from different countries. Calculate the varlance of a portfolio with equal investments in

The table below shows standard deviations and correlation coefficients for seven stocks from different countries. Calculate the varlance of a portfolio with equal investments in each stock. (Use decimals, not percents, in your calculations. Do not round Intermediate calculations. Round your answer to 4 decimal places.) BHP Billiton Siemens 1.80 2.27 1.00 Nestl 2.36 3.36 1.80 LVMH 0.40 2.15 0.19 1.ee Toronto Dominion Bank 0.15 0.14 2.20 3.12 1.00 BP 0.14 2.25 BHP Billiton Siemens Nestle LVMH Toronto Dominion Bank Samsung BP Standard deviation (%) Samsung 0.40 2.35 2.12 0.26 -0.es 1.00 3.08 e.es 0.06 1.00 26.60 31.10 23.90 17.80 26.40 20.70 31.50 Portfolio variance The table below shows standard deviations and correlation coefficients for seven stocks from different countries. Calculate the varlance of a portfolio with equal investments in each stock. (Use decimals, not percents, in your calculations. Do not round Intermediate calculations. Round your answer to 4 decimal places.) BHP Billiton Siemens 1.80 2.27 1.00 Nestl 2.36 3.36 1.80 LVMH 0.40 2.15 0.19 1.ee Toronto Dominion Bank 0.15 0.14 2.20 3.12 1.00 BP 0.14 2.25 BHP Billiton Siemens Nestle LVMH Toronto Dominion Bank Samsung BP Standard deviation (%) Samsung 0.40 2.35 2.12 0.26 -0.es 1.00 3.08 e.es 0.06 1.00 26.60 31.10 23.90 17.80 26.40 20.70 31.50 Portfolio variance
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
