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Chudo Bing has a portfolio of two risky assets. Asset Weight Expected Return Standard Deviation 1 0.50 7% 12% 2 0.50 13% 25% The correlation
Chudo Bing has a portfolio of two risky assets.
| Asset | Weight | Expected Return | Standard Deviation | |||
| 1 | 0.50 | 7% | 12% | |||
| 2 | 0.50 | 13% | 25% |
The correlation between the returns on the two assets is 0.30. What is Chudo's portfolio standard deviation?
| A. | 15.4% | |
| B. | 16.3% | |
| C. | 17.6% | |
| D. | 18.5% |
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Structured Finance Leveraged Buyouts Project Finance Asset Finance And Securitization
Authors: Charles-Henri Larreur
1st Edition
1119371104, 978-1119371106
