(Investment) Mr. Ingham has invested money in three
Chapter , Problem 16(choose chapter or problem)
(Investment) Mr. Ingham has invested money in three assets; 18% in the first asset, 40% in the second one, and 42% in the third one. Let r1, r2, and r3 be the annual rate of returns for these three investments, respectively. For 1 i, j 3, Cov(ri, rj ) is the ith element in the j th row of the following table. 4 Note that Var(ri) = Cov(ri, ri).5 r1 r2 r3 r1 0.064 0.03 0.015 r2 0.03 0.0144 0.021 r3 0.015 0.021 0.01 Find the standard deviation of the annual rate of return for Mr. Inghams total investment.
Unfortunately, we don't have that question answered yet. But you can get it answered in just 5 hours by Logging in or Becoming a subscriber.
Becoming a subscriber
Or look for another answer