An equal-weighted portfolio consists of 100 securities. The average return of the securities is 0.01, the average variance of the securities is 0.08, and the average covariance between any pair of securities is 0.02. What is the return standard deviation of the portfolio?

An equally weighted portfolio comprises 10 assets which all have a standard deviation of 0.31. The average covariance between the assets is 0.04.The risk of this portfolio is _____%.

What is the standard deviation of the equally weighted two asset portfolio composed of asset X and asset Y based on the information given below? Variance of asset X=49% Variance of asset Y=81%, covariance of returns between the two assets is 0.0108 Question 39Answera.0.93%b.8.-96%c.5.74%

If the covariance of returns between two equally-weighted securities A & B, whose standard deviations are 13% and 5% respectively, is −0.0080, the expected standard deviation of the portfolio is closest toQuestion 25Answera.1.65%b.2.91%c.0.085%

Two securities equally constitute a portfolio. The securities have standard deviations of 3% and 15% respectively. If the standard deviation of the portfolio is 5.00%, the covariance between the two securities is equal to: Question 20Answera.-1.489b.0.0008c.-0.0067

.A portfolio has $200,000 invested in Asset X and $300,000 in Asset Y. Consider the summary measures in the following table. Measures Expected return (%) Standard deviation (%) Correlation coefficient 8 12 Asset X Asset Y 12 20 0.40 a. Calculate the portfolio weights for Asset X and Asset Y. b. Calculate the expected return for the portfolio. c. Calculate the standard deviation for the portfolio.