Question
Assume the following information concerning a two-stock portfolio: Stock X Stock Y Percent of Portfolio 59% Please calculate it Average annual return 3.92% 1.37% Standard
Assume the following information concerning a two-stock portfolio:
Stock X Stock Y
Percent of Portfolio 59% Please calculate it
Average annual return 3.92% 1.37%
Standard deviation of returns 6.6 14.6
Covariance of returns15
Calculate the standard deviation of the portfolio using Markowitz formula.
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Fundamentals of Financial Management
Authors: Eugene F. Brigham, Joel F. Houston
15th edition
1337671002, 978-1337395250
