Question
A two stock portfolio has 30 percent in Stock A, with an expected return of 21 percent and a standard deviation of 5 percent, and
A two stock portfolio has 30 percent in Stock A, with an expected return of 21 percent and a standard deviation of 5 percent, and the remainder in Stock B, with an 18 percent expected return and a standard deviation of 2 percent. The correlation coefficient is 0.6. Determine the standard deviation for this portfolio
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International Financial Management
Authors: Cheol S. Eun, Bruce G.Resnick
6th Edition
71316973, 978-0071316972, 78034655, 978-0078034657
