Consider the following two assets to create a portfolio. Asset Weight StdDev Return Asset A 0.6 0.15 0.14 Asset B 0.4 0.25 0.18 Assuming the
Consider the following two assets to create a portfolio.
| Asset | Weight | StdDev | Return |
| Asset A | 0.6 | 0.15 | 0.14 |
| Asset B | 0.4 | 0.25 | 0.18 |
Assuming the correlation coefficient between the two assets is 0.5, calculate the standard deviation of the portfolio.
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Authors: Hao Ni, Xin Dong, Jinsong Zheng, Guangxi Yu
1st Edition
1786349361, 9781786349361
