An equally weighted portfolio consists of 46 assets which


An equally weighted portfolio consists of 46 assets which all have a standard deviation of 0.119. The average covariance between the assets is 0.08. Compute the standard deviation of this portfolio. Please answer as a percentage to three decimal places (i.e. 12.345% rather than 0.12345)

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Financial Management: An equally weighted portfolio consists of 46 assets which
Reference No:- TGS01163576

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