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
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