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26) A portfolio has 40% invested in stock A and the rest invested in stock B. If stock A has a beta of 1.3 and
26) A portfolio has 40% invested in stock A and the rest invested in stock B. If stock A has a beta of 1.3 and stock B has a beta of 0.9, whats the beta of the portfolio?
27) Calculate the standard deviation of a portfolio that contains 40% of one stock with a standard deviation of 27% and 60% of another stock with a standard deviation of 13% and the correlation of their stock returns is 0.9. (Enter your answer as a decimal rounded to 4 decimal places, not a percentage. For example, enter .0153 instead of 1.53%.)
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