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Business, 22.06.2020 01:57 amusgrave2775

We create a portfolio out of two stocks. The total portfolio has 153 % expected tetum. The covariance of the shares is -3.4125 %. The portfolio contains shares of 'Miklosi Plc and
Enosz Plc.'. 'Miklósi Plc. shares have 13 % standard deviation and 23% annual refum. 'Eros
Plc. investors had 13 % retum and the standard deviation of the shares was 35 % What is
the weight of 'Miklosi Plc. in our portfolio?
(Give the answer in number format with 4 decimals. Eg. 12.42% should be given as 0.1242)
Answer
What is the standard deviation of the portfolio?
(Give the answer in number format with 4 decimals. Eg, 12.42% should be given us 012021

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Answers: 1

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