Question: Using the information in the following table, answer questions 1 though 9. Asset Position Size Correlation (A,B) Annual Volatility or Annual Standard Deviation 20.00% 12.00%

Using the information in the following table, answer questions 1 though 9. Asset Position Size Correlation (A,B) Annual Volatility or Annual Standard Deviation

Using the information in the following table, answer questions 1 though 9. Asset Position Size Correlation (A,B) Annual Volatility or Annual Standard Deviation 20.00% 12.00% Asset A Asset B $50,000,000 $75,000,000 0.4 0.4 3. What is the daily portfolio covariance for the portfolio consisting of Asset A and Asset B expressed in $'s? 4. What is the DAILY portfolio Variance for the portfolio consisting of Asset A and Asset B expressed in $'s? 5. What is the DAILY portfolio standard deviation for the portfolio consisting of Asset A and Asset B

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