Question
Compute the standard deviation for a portfolio with two assets with standard deviations of 5% and 10% and a correlation of 80%. The weight for
Compute the standard deviation for a portfolio with two assets with standard deviations of 5% and 10% and a correlation of 80%. The weight for both assets are 40% and 60%.
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The Essentials Of Statistics A Tool For Social Research
Authors: Joseph F. Healey
3rd Edition
111182956X, 978-1133713586, 1133713580, 978-1111829568
