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A portfolio has 30% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 25%
A portfolio has 30% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 25% and 33%, respectively, and the correlation between IBM and MSFT is 0.6. What is the standard deviation of the portfolio?
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To calculate the standard deviation of a portfolio we need to consider the weights of each asset in ...
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Organic Chemistry
Authors: Robert Thornton Morrison, Robert Neilson Boyd
6th Edition
8120307208, 978-8120307209
