Consider two securities, A and B, with standard deviations of 30 and 40 , respectively Calculate the standard deviation of a portfolio weighted equally between the two securities if their correlation is a 0 9 b 0 0 c 0 9 ...

A twosecurity portfolios standard deviation is given ...

Consider two securities, A and B, with standard deviations of 30% and 40%, respectively. Calculate the standard

Question:

Consider two securities, A and B, with standard deviations of 30% and 40%, respectively. Calculate the standard deviation of a weighted equally between the two securities if their correlation is
a. 0.9
b. 0.0
c. -0.9
Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...