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Consider the equally-weighted portfolio consisting of Amazon, Pfizer and Exxon. The standard deviations of returns on these stocks respectively are: 50%,25% and 30%. The correlation
Consider the equally-weighted portfolio consisting of Amazon, Pfizer and Exxon. The standard deviations of returns on these stocks respectively are: 50%,25% and 30%. The correlation matrix is given below: What is the standard deviation of this equally-weighted portfolio of three stocks? 0.075or7.5%0.3755or37.55%0.1574or15.74%0.44or44%0.2995or29.95% Step by Step Solution
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Active Value Investing Making Money In Range Bound Markets
Authors: Vitaliy N. Katsenelson
1st Edition
0470053151, 978-0470053157
