Question
A portfolio has 80% of its value in IBM shares and the rest in MSFTQ shares.The standard deviation of IBM is 7% and 14% for
A portfolio has 80% of its value in IBM shares and the rest in MSFTQ shares.The standard deviation of IBM is 7% and 14% for MSFQ.The correlation between IBM and MSFQ is 0.0.
The standard deviation of this portfolio is_____%.
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Fundamentals of Investment Management
Authors: Geoffrey Hirt, Stanley Block
10th edition
0078034620, 978-0078034626
