Question
Amr has $50,000 to invest and has decided to invest $10,000 in the stock of ABC and the rest in YUL. The standard deviation of
Amr has $50,000 to invest and has decided to invest $10,000 in the stock of ABC and the rest in YUL. The standard deviation of the returns of ABC is 8% while the standard deviation for YUL is 14%. He is happy to see that the correlation between the two stocks is negative and is -0.15. what is the standard deviation?
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Global Business Today
Authors: Charles Hill
7th Edition
0078137217, 9780078137211
