9. Using your estimates from Problem 8 and the fact that the correlation of A and B

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9. Using your estimates from Problem 8 and the fact that the correlation of A and B is 0.48, calculate the volatility (standard deviation) of a portfolio that is 70% invested in stock A and 30% invested in stock B.

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Fundamentals Of Corporate Finance

ISBN: 9781292018409

3rd Global Edition

Authors: Berk, Peter DeMarzo, Jarrad Harford

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Question Posted: Oct 21, 2024 11:00 AM

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9. Using your estimates from Problem 8 and the fact that the correlation of A and B

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Fundamentals Of Corporate Finance

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