Consider the stocks of two companies, Groggy Snapps Ltd (GS), and Dizzy Donglers, Inc. (DD). It...
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Consider the stocks of two companies, Groggy Snapps Ltd (GS), and Dizzy Donglers, Inc. (DD). It has been estimated that the variance of the GS stock is 230%^2, corresponding to a standard deviation of 15,17%, while the variance of the DD stock is 1124%^2. Compute the volatility of the minimum variance portfolio that consists of the stocks of GS and DD, given that the correlation between the stocks is -0,69. Short-selling is allowed. Consider the stocks of two companies, Groggy Snapps Ltd (GS), and Dizzy Donglers, Inc. (DD). It has been estimated that the variance of the GS stock is 230%^2, corresponding to a standard deviation of 15,17%, while the variance of the DD stock is 1124%^2. Compute the volatility of the minimum variance portfolio that consists of the stocks of GS and DD, given that the correlation between the stocks is -0,69. Short-selling is allowed.
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Business Law Today The Essentials
ISBN: 978-0324786156
9th Edition
Authors: Roger LeRoy Miller, Gaylord A. Jentz
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