Question
A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 15%, while stock B has a
A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 15%, while stock B has a standard deviation of return of 9%. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio is 0.005, the correlation coefficient between the returns on A and B is _________.
A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 15%, while stock B has a standard deviation of return of 9%. The correlation coefficient between the returns on A and B is -0.5.Stock A comprises 80% of the portfolio, while stock B comprises 20% of the portfolio. The standard deviation of the return on this portfolio is _________.
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Finance And Control For Construction
Authors: Chris March
1st Edition
0415371155, 978-0415371155
