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Which of the Following Equations Is INCORRECT

Question 42

Multiple Choice

Which of the following equations is INCORRECT?


A) Cov(Ri,Rj) = Which of the following equations is INCORRECT? A) Cov(Ri,Rj) = Σ(Ri - Ri) (Rj - Rj) B) Var(Rp) = w12SD(R1) + w22SD(R2) + 2w1w2Corr(R1,R2) SD(R1) SD(R2) C) Corr(Ri,Rj) = D) Cov(Ri,Rj) = E[(Ri - E[Ri]) (Rj - E[Rj]) ] Σ(Ri - Ri) (Rj - Rj)
B) Var(Rp) = w12SD(R1) + w22SD(R2) + 2w1w2Corr(R1,R2) SD(R1) SD(R2)
C) Corr(Ri,Rj) = Which of the following equations is INCORRECT? A) Cov(Ri,Rj) = Σ(Ri - Ri) (Rj - Rj) B) Var(Rp) = w12SD(R1) + w22SD(R2) + 2w1w2Corr(R1,R2) SD(R1) SD(R2) C) Corr(Ri,Rj) = D) Cov(Ri,Rj) = E[(Ri - E[Ri]) (Rj - E[Rj]) ]
D) Cov(Ri,Rj) = E[(Ri - E[Ri]) (Rj - E[Rj]) ]

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