Which of the following formulas is INCORRECT?
A) Variance of an equally Weighted Portfolio = (1 - )(Average Variance of Individual Stocks) + (Average covariance between the stocks)
B) Variance of a portfolio =
C) Variance of a portfolio =
D) Variance of a portfolio =

Question

Which of the following formulas is INCORRECT?
A) Variance of an equally Weighted Portfolio = (1 - )(Average Variance of Individual Stocks) + (Average covariance between the stocks) 
B) Variance of a portfolio = 
C) Variance of a portfolio = 
D) Variance of a portfolio =

Quizplus · Accepted Answer

A) Variance of an equally Weighted Portfolio = (1 - Which of the following formulas is INCORRECT? A) Variance of an equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average covariance between the stocks) B) Variance of a portfolio = C) Variance of a portfolio = D) Variance of a portfolio =

Which of the following formulas is INCORRECT? A) Variance of an equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average covariance between the stocks) B) Variance of a portfolio = C) Variance of a portfolio = D) Variance of a portfolio =

) (Average Variance of Individual Stocks) +
Which of the following formulas is INCORRECT? A) Variance of an equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average covariance between the stocks) B) Variance of a portfolio = C) Variance of a portfolio = D) Variance of a portfolio =

(Average covariance between the stocks)
B) Variance of a portfolio = Which of the following formulas is INCORRECT? A) Variance of an equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average covariance between the stocks) B) Variance of a portfolio = C) Variance of a portfolio = D) Variance of a portfolio =

C) Variance of a portfolio = Which of the following formulas is INCORRECT? A) Variance of an equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average covariance between the stocks) B) Variance of a portfolio = C) Variance of a portfolio = D) Variance of a portfolio =

D) Variance of a portfolio = Which of the following formulas is INCORRECT? A) Variance of an equally Weighted Portfolio = (1 - ) (Average Variance of Individual Stocks) + (Average covariance between the stocks) B) Variance of a portfolio = C) Variance of a portfolio = D) Variance of a portfolio =

Which of the Following Formulas Is INCORRECT