Question
A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 19%, while stock B has a
A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 19%, while stock B has a standard deviation of return of 15%. Stock A comprises 60% of the portfolio, while stock B comprises 40% of the portfolio. If the variance of return on the portfolio is 0.02, what is the correlation coefficient between the returns on A and B?
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Monetary Policy And Public Finance
Authors: G. C. Hockley
1st Edition
1138704792, 978-1138704794
