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

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10. Using your estimates from Problem 9 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: 9780134475561

4th Edition

Authors: Jonathan Berk, Peter DeMarzo, Jarrad Harford

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