An investor has a $200,000 portfolio of which $120,000 has been invested in Stock A and the remainder in Stock B. Other characteristics of the portfolio are shown in the accompanying table. Stock AStock BE(RA ) = ?A = 8.4%E(RB ) = ?B = 6.5%?A = 11.82%?B = 7.19%Cov(RA,RB ) = ?AB = 17.10%The portfolio variance is ________.
A. 8.17%
B. 66.78 (%)2
C. 13.80%
D. 190.70 (%)2
Answer: B
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