Question
Consider a two-asset portfolio Asset A B Expected Return (r) 13.6% 14.8% SD () 27.9% 19.6% Weight (w) 0.71 1-0.71 Correlation -0.32 Calculate the standard
Consider a two-asset portfolio Asset A B Expected Return (r) 13.6% 14.8% SD () 27.9% 19.6% Weight (w) 0.71 1-0.71 Correlation -0.32 Calculate the standard deviation (in % and two decimal places) of your portfolio.
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Corporate Finance For Dummies
Authors: Michael Taillard
2nd Edition
1119850312, 978-1119850311
