For portfolio of 40 stocks to adopt Sharpe index model, the bit of information needed are

Related MCQs

• The problem with Markowitz’s model is that a number of covariance have to be estimated. for example for a portfolio of 30 stocks, the covariance that to be estimated are
• The X stocks return relationship with the stock index is given by its correlation co efficient being 0.8.what is the percentage of variation explained by the index ?
• These funds are stocks funds that invest in stocks with the potential for long term capital appreciation
• Investor can build a risk free portfolio, when two assets have ---------correlation
• Which of the following helps in reduction of risk in portfolio management?
• The risk in portfolio is measured through the
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• The risk explained in the index is equal to