Question
An investor puts 43.00% of his investment into Cisco Systems, and the remaining 57.00% into Apple Computer. The standard deviation on Cisco Systems stock is
An investor puts 43.00% of his investment into Cisco Systems, and the remaining 57.00% into Apple Computer. The standard deviation on Cisco Systems stock is 38.00%, while the standard deviation on Apple Computer is 26.00%. Find the standard deviation of this portfolio if the correlation between the two stocks is 0.59.
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Advances In Financial Machine Learning
Authors: Marcos Lopez De Prado
1st Edition
1119482089, 978-1119482086
