Question
answer these two questions and show formulas used please! What is the standard deviation of a two-asset portfolio comprised of Stock A and Stock B
answer these two questions and show formulas used please!
What is the standard deviation of a two-asset portfolio comprised of Stock A and Stock B if both Stock A and Stock B have a variance of 0.2209, the correlation coefficient between the two stocks is -0.17, and Stock A makes up 24% of the portfolio?
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Investing All In One
Authors: Eric Tyson
1st Edition
1119376629, 978-1119376620
