Suppose that the return statistics for A and B stock are given below. What is the standard

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Suppose that the return statistics for A and B stock are given below. What is the standard deviation of the portfolio minimum variance? (The answer requires only one calculation.)

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Principles Of Finance With Excel

ISBN: 9780199755479

2nd Edition

Authors: Simon Benninga

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Question Posted: Jun 10, 2024 02:02 AM

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Suppose that the return statistics for A and B stock are given below. What is the standard

Question:

A B C RETURN STATISTICS 1 OF A AND B STOCK 2 A B 3 Average return 25% 15% 4 Variance 0.1600 0.0484 5 Standard deviation. 40.00% 22.00% 6 7 Covariance of return -0.0880

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Principles Of Finance With Excel

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