Question
Consider the data provided in the table below for a portfolio of Assets A and B. The correlation of the two assets is = -0.9523.
Consider the data provided in the table below for a portfolio of Assets A and B. The correlation of the two assets is = -0.9523. What is the standard deviation of the returns of the portfolio?
| Asset A | Asset B | |
| Portfolio Weight | .33 | .67 |
| Standard Deviation | .5 | .6 |
A) 6.25%
B) 25%
C) 35%
D) 55%
E) 57.5%
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access to Expert-Tailored Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started
Finance Society And Sustainability
Authors: Nick Silver
1st Edition
1137560606, 978-1137560605
