Assume the standard deviation of security A is 0.3 and the standard deviation of security B is
Fantastic news! We've Found the answer you've been seeking!
Question:
Assume the standard deviation of security A is 0.3 and the standard deviation of security B is 0.33. The correlation coefficient between A and B is 0.4. What is the standard deviation of a portfolio composed of55% security A and45% security B?
The standard deviation of the portfolio
Posted Date: