Question
An investor puts 36.00% of his investment into Cisco Systems, and the remaining 64.00% into Apple Computer. The standard deviation on Cisco Systems stock is
An investor puts 36.00% of his investment into Cisco Systems, and the remaining 64.00% into Apple Computer. The standard deviation on Cisco Systems stock is 31.00%, while the standard deviation on Apple Computer is 28.00%. Find the standard deviation of this portfolio if the correlation between the two stocks is 0.67.
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The Handbook Of Hybrid Securities Convertible Bonds CoCo Bonds And Bail In
Authors: Jan De Spiegeleer, Wim Schoutens, Cynthia Van Hulle
1st Edition
1118449991, 978-1118449998
