The covariance matrix for a is 144 225 for b is 225 81 the, Financial Management

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The covariance matrix for a is 144 225 for b is 225 81 the

1. A portfolio consists of 40% in Security A and 60% in Security B. The covariance matrix for A is 144, 225; for B is 225, 81. The standard deviation for the portfolio is

(a) 11.2. (b) 12. (c) 14.9. (d) 12.7. (e) 10.

2. The number of portfolios that can be formed from 20 securities is

(a) infinite. (b) 400. (c) 20. (d) 800.

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Financial Management: The covariance matrix for a is 144 225 for b is 225 81 the

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Financial Management: The covariance matrix for a is 144 225 for b is 225 81 the

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