I got rejected after the first round, after a very long wait. I still think it was my resume that got me rejected.
The technical questions were pretty easy.
The interviewer was super young, felt like a new grad, and felt like they had just woken up. Their hair was still pretty messy, and it felt like they were at home. Honestly, the person who referred me also felt like a new grad. I feel like this team still wants to hire new grads from top US undergrad schools.
The questions: there are n assets, each with variance 1 and equal weight 1/n. What is the portfolio variance?
Then, if all the pairwise correlations are ρ > 0, what is the portfolio variance?
Discussion
Loading comments…