Page 9 - FINAL CFA SLIDES DECEMBER 2018 DAY 12
P. 9
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.
tanties
