The Portfolio consists of two securities, X and Y in the ratio of 70:30.
Given that and covariance between them is 16%, what is the portfolio risk?
A . 13.77%
B . 8.04%
C . Nil
D . 25%
Answer: B
The Portfolio consists of two securities, X and Y in the ratio of 70:30.
Given that and covariance between them is 16%, what is the portfolio risk?
A . 13.77%
B . 8.04%
C . Nil
D . 25%
Answer: B