Question
A portfolio is comprised of two stocks, Stock X and Stock Y. Stock X has a standard deviation of 20%. Stock Y has a standard
A portfolio is comprised of two stocks, Stock X and Stock Y. Stock X has a standard deviation of 20%. Stock Y has a standard deviation of 16%. The portfolio is comprised of 55% of Stock X and 45% Stock Y and the correlation coefficient between the two stocks is 0.55. The standard deviation of this portfolio is_____.
| 10.8% | ||
| 16.12% | ||
| 24% | ||
| 0% |
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Handbook Of Energy Finance Theories Practices And Simulations
Authors: Stéphane Goutte, Duc Khuong Nguyen
1st Edition
9813278374, 978-9813278370
