Question
A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 18%, while stock B has a
A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 18%, while stock B has a standard deviation of return of 12%. Stock A comprises 45% of the portfolio, while stock B comprises 55% of the portfolio. If the variance of return on the portfolio is .021, the correlation coefficient between the returns on A and B is ________.
| .827 | ||
| .973 | ||
| .890 | ||
| .943 |
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Financial Accounting A Focus On Interpretation And Analysis
Authors: Richard F Kochanek, A Douglas Hillman
7th Edition
1111061750, 9781111061753
