Consider the following information on two stocks, ABC and DEF: Stock Expected return Standard deviation ABC 0.02 0.04 DEF 0.03 0.03 The correlation of the
Consider the following information on two stocks, ABC and DEF: Stock Expected return Standard deviation ABC 0.02 0.04 DEF 0.03 0.03 The correlation of the returns of these stocks is 0. If 30 percent of a portfolio is invested in ABC and the rest in DEF, what is the standard deviation of portfolio returns?
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Authors: William O. Cleverley, James O. Cleverley, Paula H. Song
7th Edition
0763789291, 978-0763789299
