An equally weighted portfolio consists of 35 assets which


An equally weighted portfolio consists of 35 assets which all have a standard deviation of 0.137. The average covariance between the assets is 0.052. Compute thestandard deviationof this portfolio. Please enter your answer as a percentage to three decimal places.

 

 

Request for Solution File

Ask an Expert for Answer!!
Finance Basics: An equally weighted portfolio consists of 35 assets which
Reference No:- TGS01145443

Expected delivery within 24 Hours