Question
A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 17%, while stock B has a
| A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 17%, while stock B has a standard deviation of return of 23%. Stock A comprises 70% of the portfolio, while stock B comprises 30% of the portfolio. If the variance of return on the portfolio is .032, the correlation coefficient between the returns on A and B is _________. |
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Handbook Of Consumer Finance Research
Authors: Jing Jian Xiao
2nd Edition
3319288857, 978-3319288857
