Question
#47 Stock A has a standard deviation of 30%. Stock B has a standard deviation of 18%. The portfolio contains 60% of stock A, and
#47
Stock A has a standard deviation of 30%. Stock B has a standard deviation of 18%. The portfolio contains 60% of stock A, and the correlation coefficient between the two stocks is -1. Find the standard deviation of the two stock portfolio.
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Fundamental Accounting Principles
Authors: John Wild, Ken Shaw, Barbara Chiappett
23rd edition
1259536351, 978-1259536359
