You areconsidering the following two stocks for your portfolio and have observed thefollowing.
The risk freerate is 0.04 and you are considering investing 60% of your funds in Stock A and40% in Stock B.
a) Coefficient of Variation of Stock A
b) Coefficient of Variation of Stock B
c) Covariance of Stocks A and B
d) Correlation Coefficient of Stocks A andB 这问老师最后的答案是0.776019 (我算的是0.79)
e) Portfolio Return 这问老师最后的答案是0.06120 (我算的是0.026)
老师说只要结果是错的,整道题都没有分数
拜托哪位高手帮帮忙,告诉我到底要怎么算啊?用什么公式????怎么带如数,肯定是我公式用错了,或者数带的不对,万分感谢啊!!!