Question
A portfolio has 40% of its value in IBM shares and the rest in Microsoft (MSFT). The standard deviation of IBM is 28% and MSFT
A portfolio has 40% of its value in IBM shares and the rest in Microsoft (MSFT). The standard deviation of IBM is 28% and MSFT is 25%, and the correlation between IBM and MSFT is 0.9. The standard deviation of the portfolio is ____%.
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Teaching Public Budgeting And Finance
Authors: Meagan M. Jordan, Bruce D. McDonald III
1st Edition
1032146680, 978-1032146683
