单项选择题

Using the Markowitz model, calculation of the portfolio standard deviation does not require the:（）

A. Expected rate of return on the market portfolio.
B. Variance of each individual asset in the portfolio.
C. Weight of each individual asset in the portfolio, where the weight is determined by the portfolio value.

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单项选择题Stocks A, B, and C each have the same expected return and standard deviation. The following table shows the correlations between the returns on these stocks.Given the above correlations, the portfolio constructed from these stocks having the lowest risk is a portfolio :（）

A. equally invested in stocks A and B.
B. equally invested in stocks A and C.
C. equally invested in stocks B and C.

单项选择题An analyst gathered the following information about two common stocks: Variance of returns for the Libby Company = 15.5 Variance of returns for the Metromedia Company = 22.3 Covariance between returns for the two common stocks is close to: The correlation coefficient between returns for the two common stocks is closest to:()

A. 0.025.
B. 0.388.
C. 0.465.