The standard deviation for the portfolio

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Reference no: EM132036912

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.

Reference no: EM132036912

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