Answered step by step
Verified Expert Solution
Question
1 Approved Answer
A porfolio has 2.5% of its value in IBM shares and the rest in Merosoft (MSFT, The volatilty of IBM and MSFT are 40% and
A porfolio has 2.5% of its value in IBM shares and the rest in Merosoft (MSFT, The volatilty of IBM and MSFT are 40% and 30%, respectively, and the correlation between iaM and MSFT is - 0.1. What is the standard devation of the portlolio? A. 26.06% B. 21.32% c. 23.69% D. 22.518
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access with AI-Powered Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started