regarding MAFA
This query is : Resolved
14 March 2008
Name of
the security % of
investments standard
deviation
A .2 8%
B .5 10%
C .15 6%
D .15 2%
Correlation coeff.
A A/A-1 A/B-.7 A/C-.3 A/D-.4
B B/B-1 B/A-.7 B/C-.8 B/D-.3
C C/C-1 C/A-.3 C/B-.8 C/D-.6
D D/D-1 D/A-.4 D/B-.3 D/C-.6
Calculate Risk of portfolio. Ans is 7.02%
I could not get this ans. pl. help me. this is a problem from pattabhiram
D
the security % of
investments standard
deviation
A .2 8%
B .5 10%
C .15 6%
D .15 2%
Correlation coeff.
A A/A-1 A/B-.7 A/C-.3 A/D-.4
B B/B-1 B/A-.7 B/C-.8 B/D-.3
C C/C-1 C/A-.3 C/B-.8 C/D-.6
D D/D-1 D/A-.4 D/B-.3 D/C-.6
Calculate Risk of portfolio. Ans is 7.02%
I could not get this ans. pl. help me. this is a problem from pattabhiram
D
16 March 2008
By matrix method you will get it.It is given in the book.
Message likes :
1 times
You need to be the querist or approved CAclub expert to take part in this query .
Click here to login now
Click here to login now
Similar Resolved Queries
Unanswered Queries
- Is this income indian or foreign income?
- REGARDING GST ON COMMERICIAL PROPERTY
- 15ca /15cb whose income tax login? remitter or nri seller's login?
- GST on export of services and Input Credit
- TDS U/S. 194NF
- ITC temporary reversal and reclaim
- RCM applicability on Rent Paid by Registered Person to Unregistered Landlord for Residental Building
- Regarding Documentation & Compliances for Opening of Unit of Pvt Ltd.
- Applicable TDS rate for sale of property in Nov 2024
- Should I report my US salary for January, February, March in Schedule FA?
- Can a partnership firm become partner in a LLP ?
- Quiery in relation to GST liability in case of an advocate who has obtained GST registration.
- LAST YEAR 2022-23 ITC IN NEXT YEAR 2023-24 REPORITNG IN GSTR-9
- MIS MATCH OF INVOICE NUMBER
- IGST Credit-Show cause notice issued-confusion
- TDS on purchase of value vouchers for employees ?
- Issue of gst e invoice
- How to adjusted advances given or receipt
- Foreign vendor without PAN unable to to register due to non receipt of OTP on foreign number ?
- 133(6) DIN INVALID format error - ->WHERE TO REPLY 133(6) notice?
Trending Online Classes
CAclubindia
