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Assume the following information concerning a two-stock portfolio: Stock X Stock Y Percent of Portfolio 60% Please calculate it first Average annual return 7.49% 6.04%
Assume the following information concerning a two-stock portfolio:
| Stock X | Stock Y | |
| Percent of Portfolio | 60% | Please calculate it first |
| Average annual return | 7.49% | 6.04% |
| Standard deviation of returns | 5.0% | 15.7% |
Covariance of returns 14
Calculate the standard deviation of the portfolio using Markowitz formula.
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Financial Management For Farmers And Rural Managers
Authors: Martyn Warren
4th Edition
0632048719, 9780632048717
