Question
Calculate the portfolio standard deviation for the portfolio containing two currency exchange pairs; JPYUSD and CHFUSD. JPYUSD is represented for 56% in the ortfolio
Calculate the portfolio standard deviation for the portfolio containing two currency exchange pairs; JPYUSD and CHFUSD. JPYUSD is represented for 56% in the ortfolio and has a standard deviation of 4.25% while CHFUSD is represented for 4% in the portfolio and has a standard deviation of 3.23%. Their correlation Coefficient is - 2.63%. Please provide one answer in the text box below!
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Foundations Of Linear And Generalized Linear Models
Authors: Alan Agresti
1st Edition
1118730038, 978-1118730034
