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A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 21% while stock B has a
A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 21% while stock B has a standard deviation of return of 9%. The correlation coefficient between the returns on A and B is 0.22. Stock A comprises 45% of the portfolio while stock B comprises the rest. What is the standard deviation of the return on this portfolio? Enter answer in percents, to two decimal places
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Finance And Financial Markets
Authors: Keith Pilbeam
4th Edition
1137515627, 978-1137515629
