Question
a portfolio has 50% of its funds invested in security one and over 50% of its funds invested in security two. Security one has a
a portfolio has 50% of its funds invested in security one and over 50% of its funds invested in security two. Security one has a standard deviation of 6%. security two has a standard deviation of 12%. the securities have a coefficient of correlation of 0.5 what is the portfolio variance.
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Fundamentals of Investment Management
Authors: Geoffrey Hirt, Stanley Block
10th edition
0078034620, 978-0078034626
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