Total Variance Assignment | Homework for You
June 11th, 2020
The standard deviation of the market-index portfolio is 25%. Stock A has a beta of 1.80 and a residual standard deviation of 35%.

a. Calculate the total variance for an increase of 0.20 in its beta. (Do not round Intermediate calculations. Round your answer to the nearest whole number.) Answer is complete and correct. Total variance 3,725
b. Calculate the total variance for an increase of 6.23% in its residual standard deviation. (Do not round intermediate calculations Round your answer to the nearest whole number.) Answer is not complete. Total variance. Get Finance homework help today