Question
Consider the following information for two stocks. Assume that portfolio XY is 50% invested in stock X and 50% in stock Y. Year Stock X
Consider the following information for two stocks. Assume that portfolio XY is 50% invested in stock X and 50% in stock Y.
Year Stock X Stock Y Portfolio XY
2010 11% 21%
2011 37% (38) %
2012 (21) % 48%
2013 26% 16%
2014 13% 24%
Find the portfolio average return and standard deviation.
| A. |
11.86% and 9.34% | |
| B. | 12.35% and 11.34% | |
| C. | 12.35% and 14.23% | |
| D. | 13.70% and 17.45% | |
| E. | 13.70% and 8.42% |
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Financial Innovation Regulation And Crises In History
Authors: Harold James
1st Edition
0367669528, 978-0367669522
