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Date: 1999-04-26 15:44:07 | Portfolios & Systematic Risk Expected Return and Variance of a Portfolio E(R)=ΣwiE(ri) V(R)=ΣΣwiwjCov(ri,rj) The Variance Contributed by Stock i ΣwjCov(ri,rj) =Cov(ri,Σwjr)Add to Reading ListSource URL: fti.neep.wisc.eduDownload Document from Source WebsiteFile Size: 279,04 KBShare Document on Facebook |