刘同学2018-04-22 18:25:16

Mittal Tine’s investment portfolio currently consists of stocks in two companies, 40% in Drysdale Banking and the remaining amount in Clamped Oil. Performance measurement information for these two stocks is given in the table below: The covariance between the two stocks is 0.001. Tien is considering adding a third stock, Hillbillies Investors. Hillbillies Investor’s correlation coefficient with the current portfolio is 0.38. Which of the following statements is least accurate? A With Hillbillies added to the portfolio, the variance could be 0.026. B As Tien diversifies, he will reduce the portfolio's unsystematic risk. C The standard deviation of returns for the current portfolio is 15.5%. 这题答案错了吧，因该是w的平方乘以方差+w的平方乘以方差+2倍w1w2方差1方差2肉12