Asked by Anonymous
Use the following information to calculate the covariance of asset A with an equally weighted portfolio of assets B and C.
Asset Standard Deviation
A 20%
B 30%
C 40%
The correlation coefficient between A and B is 0.6.
The correlation coefficient between A and C is 0.5.
The correlation coefficient between B and C is 0.4.
Asset Standard Deviation
A 20%
B 30%
C 40%
The correlation coefficient between A and B is 0.6.
The correlation coefficient between A and C is 0.5.
The correlation coefficient between B and C is 0.4.
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