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Which of the Following Formulas Is INCORRECT

Question 32

Multiple Choice

Which of the following formulas is INCORRECT?


A) Variance of an Equally Weighted Portfolio = (1 - Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) ) (Average Variance of Individual Stocks) + Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) (Average Covariance Between the Stocks)
B) Variance of a portfolio = Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) Cov( Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) , Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) )
C) Variance of a portfolio = Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) Cov( Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) , Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) )
D) Variance of a portfolio = Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) Cov( Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) , Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) Which of the following formulas is INCORRECT? A) Variance of an Equally Weighted Portfolio = (1 -   ) (Average Variance of Individual Stocks) +   (Average Covariance Between the Stocks)  B) Variance of a portfolio =         Cov(   ,   )  C) Variance of a portfolio =     Cov(   ,   )  D) Variance of a portfolio =     Cov(   ,       ) )

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