Finance/Statistics - Portfolio Variance
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An investor has a 30% position in A and 70% position in B.
Period A B
1 -.04 .11
2 .15 .41
3 .21 -.13
4 .18 .39
1. Calculate the variance and the return on the entire portfolio.
2. Calculate the expected return for both firms along with the standard deviation assuming a population with n observations for both A & B
3. Calculate the correlation or covariance between A & B
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Solution Summary
Provides steps necessary to calculate variance, return, and covariance of portfolio.
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