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Use the Table for the Question(s)below

Question 52

Multiple Choice

Use the table for the question(s) below.
Consider the following expected returns,volatilities,and correlations:
Use the table for the question(s) below. Consider the following expected returns,volatilities,and correlations: -The volatility of a portfolio that is consists of a long position of $10,000 in Wal-Mart and a short position of $2000 in Microsoft is closest to: A) 9% B) 14% C) 11% D) 12% E) 10%
-The volatility of a portfolio that is consists of a long position of $10,000 in Wal-Mart and a short position of $2000 in Microsoft is closest to:


A) 9%
B) 14%
C) 11%
D) 12%
E) 10%

Correct Answer:

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