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An investor puts 32.00% of his investment into Cisco Systems, and the remaining 68.00% into Apple Computer. The standard deviation on Cisco Systems stock
An investor puts 32.00% of his investment into Cisco Systems, and the remaining 68.00% into Apple Computer. The standard deviation on Cisco Systems stock is 31.00%, while the standard deviation on Apple Computer is 30.00%. Find the standard deviation of this portfolio if the correlation between the two stocks is 0.65. Eric Poppovich invests money in two stocks for the upcoming year. His investment is shown below: # of shares Expected Return 7.00% 10.00% STOCK: LBJ Corporation (A) Duncan Inc. (B) 45.00 20.00 The correlation between LBJ and Duncan is 0.50. Price Per Share $39.48 $50.68 What is the expected return for the portfolio in the coming year? Standard Deviation 18.00% 20.00%
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Statistics For Business Decision Making And Analysis
Authors: Robert Stine, Dean Foster
2nd Edition
978-0321836519, 321836510, 978-0321890269
