Measuring Investment Performance

Find the covariance between these returns and the returns for investment A: COV(RA,RP(B,C)) = 0.25 × (-0.2 - 0.175) × (0.0 - 0.03) + ... You are forming a portfolio, where you put a quarter of your money in small stocks with a beta of 2.8 and an expected return of 18%. You put half your money in large stocks with a beta of 1.8 and an expected ... ................
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