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My steps to solve it 1. Calculate unsysyemetic risk 2.find systementic risk=total risk -unsystemetic risk 3.sysemtic risk= beta of portfolio sq.-std.deviatiom of market sq. And from this we get std.dev of market index... But in answer they calculate variance of sh. Individualy....why above method is not right ?

Sakshi soni

CA Final

★ 100

19-Aug-26 19:51

100

Answers (1)

Not sure why they did like that. U have to ask the app owner Your method is correct according to me

Sriram Somayajula

Admin

19-Aug-26 20:08

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