Question
1.The standard deviation of an equally-weighted two-asset portfolio, with Asset 1s variance at 2% and Asset 2s variance at .95%, with zero correlation between the
1.The standard deviation of an equally-weighted two-asset portfolio, with Asset 1s variance at 2% and Asset 2s variance at .95%, with zero correlation between the returns of the two assets, is closest to:
a.0.74%
b.8.59%
c.More information is needed
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Financial Management Theory and Practice
Authors: Eugene F. Brigham, Michael C. Ehrhardt
16th edition
1337902608, 978-1337902601
