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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 25%
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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Financial Management For Nurse Managers
Authors: J. Michael Leger
5th Edition
1284230937, 9781284230932
