Question
Calculate portfolio standard deviation for the following two stock portfolio where: Weight in stock A is 40% std deviation of Stock A is 8.44% std
Calculate portfolio standard deviation for the following two stock portfolio where:
Weight in stock A is 40%
std deviation of Stock A is 8.44%
std deviation of Stock B is 9.69%
covariance between Stock A and Stock B is -0.00796.
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Banking Secrecy And Global Finance
Authors: Donato Masciandaro, Olga Balakina
1st Edition
1137400099, 978-1137400093
