Question
A stock portfolio has an expected return of 11.50% and a standard deviation of 19.75%. A bond portfolio has an expected return of 4.15% and
A stock portfolio has an expected return of 11.50% and a standard deviation of 19.75%. A bond portfolio has an expected return of 4.15% and a standard deviation of 8.05%. Their correlation is .65. What is the standard deviation of the complete portfolio if your money is equally invested in each portfolio?
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AQA AS Accounting Unit 2 Financial And Management Accounting
Authors: Brendan Casey
1st Edition
1500684260?, 978-1500684266
