Portfolio risk Consider a two-asset portfolio. Stock A has a standard deviation of 15%, and Stock B
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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 shares 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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Related Book For 
Applied Corporate Finance Making Value Enhancing Decisions In The Real World
ISBN: 9783030816308
2nd Edition
Authors: Mark K. Pyles
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