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A portfolio has 30% of its value in Company A and the rest in Company B. The volatitly of Company A and B are
A portfolio has 30% of its value in Company A and the rest in Company B. The volatitly of Company A and B are 25% and 33%, respectively, and the correlation between both companies is 0.6. what is the standard deviation of the portfolio?
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To calculate the standard deviation of the portfolio we can use the following formula for ...
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Organic Chemistry
Authors: Robert Thornton Morrison, Robert Neilson Boyd
6th Edition
8120307208, 978-8120307209
