An equally weighted portfolio consists of 62 assets which all have a standard deviation of 0. The average covariance between the assets is 0. Compute…

An equally weighted portfolio consists of 62 assets which all have a standard deviation of 0.406. The average covariance between the assets is 0.021. Compute the standard deviation of this portfolio. Please enter your answer as a percentage to three decimal places (i.e. 12.345% rather than 0.12345 — the percent sign is optional).

"Get 15% discount on your first 3 orders with us"
Use the following coupon
FIRST15

Order Now