Question
A portfolio contains 86% of asset A and [100-x]% of asset B. If the sample standard deviations for assets A and B were 22% and
A portfolio contains 86% of asset A and [100-x]% of asset B. If the sample standard deviations for assets A and B were 22% and 14%, respectively, what was portfolio standard deviation? Assume the correlation coefficient between assets A and B is 1.00. (Provide your solution as a decimal with two digits of accuracy.)
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Health Care Finance Basic Tools For Nonfinancial Managers
Authors: Judith J. Baker, R.W. Baker, Neil R. Dworkin
5th Edition
1284118215, 978-1284118216
