Question
A portfolio consists of two stocks q and r, with portfolio weights of 59% and 41% respectively. These stocks have a standard deviation of 23%
A portfolio consists of two stocks q and r, with portfolio weights of 59% and 41% respectively. These stocks have a standard deviation of 23% and 21% and the correlation coefficient between the two stocks 0.2293. Calculate the standard deviation of the portfolio.
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Public Finance And Public Policy
Authors: Arye L. Hillman
2nd Edition
0521738059, 978-0521738057
