Page 39 - FINAL CFA I SLIDES JUNE 2019 DAY 11
P. 39

Session Unit 12:
                                                                  41. Portfolio Risk and Return: Part 1


           Example: Calculating mean return, returns variance, returns covariance, and correlation, p.131: Given

           the six years of % returns for Stocks 1 and 2 in the following table, calculate the mean return, sample
           variance, sample covariance, and correlation for the two returns series.











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