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How was sfm paper- nov 2017
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In question 6(a), I calculated weights of both the securities and then standard deviation of portfolio. However the weight of security L was coming 1.06
Is that correct??
how did u calculated the weight.. what was the weights?
Using minimum portfolio variance formula as i thought standard deviation of portfolio is asked, so individual risks of securities will not be enough. And questions was for 10 marks.
Wx = (Std deviation square of y - Cov xy) ÷ (Std dev square x + std dev square y - 2Cov xy)
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