Your portfolio allocates 40 percent of funds to ABC stock and 60 percent to XYZ stock. ABC
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● Your portfolio allocates 40 percent of funds to ABC stock and 60 percent to XYZ stock. ABC has a return mean and standard deviation of 15 percent and 20 percent, respectively. XYZ stock has a return mean and standard deviation of 25 percent and 30 percent, respectively. What is the portfolio return standard deviation if the return correlation between ABC and XYZ is zero?
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Kirti Kaushal
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Related Book For 
Fundamentals Of Investments Valuation And Management
ISBN: 9781260013979
9th Edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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