An analyst gathers the following information:
| | Standard Deviation of Returns | Beta |
|----------------|-------------------------------|------|
| Portfolio | 10% | 0.5 |
| Market | 20% | 1.0 |
The covariance between the returns of the portfolio and the market is closest to: | Chartered Financial Analyst Level 1 Quiz - LeetQuiz
Chartered Financial Analyst Level 1
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An analyst gathers the following information:
Standard Deviation of Returns
Beta
Portfolio
10%
0.5
Market
20%
1.0
The covariance between the returns of the portfolio and the market is closest to:
