Portfolio risk Consider a two-asset portfolio. Stock A has a standard deviation of 15 %, and Stock
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Portfolio risk Consider a two-asset portfolio. Stock A has a standard deviation of 15 %, and Stock B has a standard deviation of 25 %. You own 14,000 share of Stock A, which is currently selling at $16.32. You own 8,000 shares of Stock B, which is currently selling at $31.08. If the correlation coefficient between the two is .69, what is the standard deviation of the portfolio?
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