Question
An investor puts 39.00% of his investment into Cisco Systems, and the remaining 61.00% into Apple Computer. The standard deviation on Cisco Systems stock is
An investor puts 39.00% of his investment into Cisco Systems, and the remaining 61.00% into Apple Computer. The standard deviation on Cisco Systems stock is 32.00%, while the standard deviation on Apple Computer is 29.00%. Find the standard deviation of this portfolio if the correlation between the two stocks is 0.41.
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The Handbook Of Financing Growth
Authors: Kenneth H. Marks, Larry E. Robbins, Gonzalo Fernandez, John P. Funkhouser, D. L. Williams
2nd Edition
0470390158, 978-0470390153
