Returns on stocks X and Y are listed below: Period 1 2 3 4 5 6...

Returns on stocks X and Y are listed below:

Period	1	2	3	4	5	6	7
Stock X	5%	6%	-2%	-4%	6%	10%	7%
Stock Y	1%	-3%	6%	3%	12%	7%	-5%

Consider a portfolio of 40% stock X and 60% stock Y.

What is the (population) variance of portfolio returns?

Please round your answer to six decimal places.

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Expert Solution

orchestra answered 1 year ago

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