We consider an equally weighted portfolio of 20 assets. The expected profitability of the first...

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Finance

We consider an equally weighted portfolio of 20 assets. The expected profitability of the first asset is 0.1%. That of the second asset of 0.2% ... All the variances of the returns of the assets are equal to 1. All the correlations between the returns of the assets are worth 0.5 except the profitability between the 3rd and the 8th asset which is worth 0. What is the variance of this portfolio?

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We consider an equally weighted portfolio of 20 assets. The expected profitability of the first...

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Finance

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