Question
An investor puts 30.00% of his investment into Cisco Systems, and the remaining 70.00% into Apple Computer. The standard deviation on Cisco Systems stock is
An investor puts 30.00% of his investment into Cisco Systems, and the remaining 70.00% into Apple Computer. The standard deviation on Cisco Systems stock is 30.00%, while the standard deviation on Apple Computer is 25.00%. Find the standard deviation of this portfolio if the correlation between the two stocks is 0.41.
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Financial Accounting
Authors: Belverd E Needles, Marian Powers
10th Edition
0547193289, 9780547193281
