Question 9
A two-asset portfolio consists of Asset X (
%) and Asset Y (
%). The correlation between the two assets is 0.5. If 60% is invested in X and 40% in Y, what is the portfolio variance (
)?
0.0208
0.0300
0.0484
0.1442
Question 9: A two-asset portfolio consists of Asset X (\ %) and Asset…
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Correct answer
0.0208
Question 9 of 25 in the IIT Madras BS Corporate Finance (Corporate Finance) Quiz 2 paper sat on 23 Nov 2025, in the September 2025 term (IIT M DEGREE AN EXAM QDB2 23 Nov 2025 NEW). It carries 4 marks.
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