A portfolio is composed of 80% stock and 20% bonds. The variance of stock is 170 and the variance of bonds is 140. The covariance is 30. What is the portfolio’s variance?
A portfolio is composed of 80% stock and 20% bonds. The variance of
stock is 170 and the variance of bonds is 140. The covariance is 30. What is the portfolio’s variance?
options:
168
119
101
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