The standard deviation of the return on the market was 12.3%. a. The correlation coefficient of Fords
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The standard deviation of the return on the market was 12.3%.
a. The correlation coefficient of Ford’s return versus Harley Davidson was 0.40. What is the standard deviation of a portfolio invested half in each share?
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Related Book For
Principles Of Corporate Finance
ISBN: 9781264080946
14th Edition
Authors: Richard Brealey, Stewart Myers, Franklin Allen, Alex Edmans
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