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A portfolio combines two assets: X and Y. The proportion of Asset X in the portfolio is 25%, and the proportion of Asset Y is
A portfolio combines two assets: X and Y. The proportion of Asset X in the portfolio is 25%, and the proportion of Asset Y is 75%. The standard deviation of Asset X is 6% and the variance of Asset Y is 2%. Returns of Asset X and Asset Y are positively correlated as far as the correlation coefficient equals 0.44. What is standard deviation of this portfolio
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Equity Valuation And Portfolio Management
Authors: Frank J. Fabozzi, Harry M. Markowitz
1st Edition
047092991X, 9780470929919
