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Arbor Systems and Gencore stocks both have a volatility of 45 % 45%. Compute the volatility of a portfolio with 50 % invested in each
Arbor Systems and Gencore stocks both have a volatility of45 %45%.Compute the volatility of a portfolio with50 %invested in each stock if the correlation between the stocks is(a) +1.00, (b) 0.50, (c) 0.00, (d) - 0.50,and(e)1.00.
If the correlation is+1.00,the volatility of the portfolio is 45.0%
I would like help in finding the volatility of the portfolio if the correlation is 0.50, 0.00, -0.50 and -1.00?
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