Question
Based on the following information for the IMM stock and the market portfolio, what is the diversifiable proportion for the stock? IMM Stock: Standard deviation:
Based on the following information for the IMM stock and the market portfolio, what is the diversifiable proportion for the stock? IMM Stock: Standard deviation: .8, market portfolio: 0; standard deviation: .4; correlation between stock and the market portfolio: .8
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Personal Finance Version 3.1
Authors: Rachel S. Siegel
3rd Edition
1453334807, 978-1453334805
