Quantitative Methods Q172
172The covariance matrix for a portfolio is given below.
| Security | A | B |
| A | 480 | 140 |
| B | 140 | 600 |
The correlation for the portfolio is closest to:
- Option : A
- Explanation : Standard Deviation of A = √480= 21.91 Standard Deviation of B = √600 = 24.49 Corelation = 0.26
Accessibility
Oversized Widget
Saved in this browser. Nothing changes for anyone else.