The table below shows standard deviations and correlation coefficients for seven stocks from different countries. Calculate the variance of a portfolio with equal investments in each stock. (Use decimals, not percents, in your calculations. Do not round intermediate calculations. Round your answer to 4 decimal places.) BHP Billiton Siemens Nestlé LVMH Toronto Dominion Bank Samsung BP Standard deviation (8) Portfolio variance ВНР Billiton Siemens 1.00 0.26 1.00 29.00 40.80 Nestlé 0.40 0.28 1.00 51.80 LVMH 0.41 0.16 0.05 1.00 27.30 Toronto Dominion Bank 0.16 0.18 0.06 0.37 1.00 21.00 Samsung 0.41 0.35 -0.02 0.55 0.14 1.00 41.50 BP 0.18 -0.08 0.06 -0.11 -0.14 -0.13 1.00 49.40
The table below shows standard deviations and correlation coefficients for seven stocks from different countries. Calculate the variance of a portfolio with equal investments in each stock. (Use decimals, not percents, in your calculations. Do not round intermediate calculations. Round your answer to 4 decimal places.) BHP Billiton Siemens Nestlé LVMH Toronto Dominion Bank Samsung BP Standard deviation (8) Portfolio variance ВНР Billiton Siemens 1.00 0.26 1.00 29.00 40.80 Nestlé 0.40 0.28 1.00 51.80 LVMH 0.41 0.16 0.05 1.00 27.30 Toronto Dominion Bank 0.16 0.18 0.06 0.37 1.00 21.00 Samsung 0.41 0.35 -0.02 0.55 0.14 1.00 41.50 BP 0.18 -0.08 0.06 -0.11 -0.14 -0.13 1.00 49.40
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Transcribed Image Text:The table below shows standard deviations and correlation coefficients for seven stocks from different countries. Calculate the
variance of a portfolio with equal investments in each stock. (Use decimals, not percents, in your calculations. Do not round
intermediate calculations. Round your answer to 4 decimal places.)
BHP Billiton
Siemens
Nestlé
LVMH
Toronto Dominion Bank
Samsung
BP
Standard deviation (%)
Portfolio variance
BHP
Billiton Siemens
1.00
0.26
1.00
29.00
40.80
Nestlé
0.40
0.28
1.00
51.80
LVMH
0.41
0.16
0.05
1.00
27.30
Toronto
Dominion Bank
0.16
0.18
0.06
0.37
1.00
21.00
Samsung
0.41
0.35
-0.02
0.55
0.14
1.00
41.50
BP
0.18
-0.08
0.06
-0.11
-0.14
-0.13
1.00
49.40
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