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Calculate the variance of a portfolio

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Reference no: EM132195915

Question - The table below shows standard deviations and correlation coefficients for eight stocks from different countries. Calculate the variance of a portfolio with equal investments in each stock.

 

BHP

BP

Fiat Chrysler

Heineken

Korea Electric

Nestle

Sorry

Tata Motors

BHP

1.00

.33

.42

.36

.20

.36

.14

.35

BP

.33

1.00

.35

.20

.14

.32

-.12

.18

Fiat

.42

.35

1.00

.08

.09

.01

.35

.06

Heineken

.36

.20

.08

1.00

.26

.53

.28

.35

Korea Electric

.20

.14

.09

.26

1.00

-.25

.25

.04

Nestle

.36

.32

.01

.53

-.25

1.00

.26

-.01

Sorry

.14

-.12

.35

.28

.25

.26

1.00

.10

Tata Motors

.35

.18

.06

.35

.04

-.01

.10

1.00

Standard deviation (%)

28.80

38.10

52.06

27.04

36.83

18.70

53.84

48.11

Reference no: EM132195915

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