You have a portfolio of investment which consists of Mutual Fund A with a return of A% and Stock B with a return of B%. Given the following average returns and variances for both A and B, M(A) = 15%, M(B) = 41% S^2 (A) = 1%^2 , S^2 (B) = 12%^2 What is the variance of your total portfolio (A+B) if the covariance between the two returns A and B is 43%^2? Since the unit of the variances is %^2 , your answer should be in %^2 accurate up to 0 decimal place. Show transcribed image text You have a portfolio of investment which consists of Mutual Fund A with a return of A% and Stock B with a return of B%. Given the following average returns and variances for both A and B, M(A) = 15%, M(B) = 41% S^2 (A) = 1%^2 , S^2 (B) = 12%^2 What is the variance of your total portfolio (A+B) if the covariance between the two returns A and B is 43%^2? Since the unit of the variances is %^2 , your answer should be in %^2 accurate up to 0 decimal place.
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