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A person is interested in constructing a portfolio. Two stocks are being considered. Let x = percent return for an investment in stock 1,

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A person is interested in constructing a portfolio. Two stocks are being considered. Let x = percent return for an investment in stock 1, and y = percent return for an investment in stock 2. The expected return and variance for stock 1 are E(x) = 8.45% and Var(x) = 25. The expected return and variance for stock 2 are E(y) - 3.20% and Var(y) = 8. The covariance between the stock returns is oxy =-5. What is the standard deviation for an investment in stock 1? Tapez votre rponse...

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