Question
Consider the following two assets with a correlation coefficient of 5(i.e., p=0.5) Stock Expected Return Standard Deviation A 5% 20% B 10% 30% 1.0: Calculate
Consider the following two assets with a correlation coefficient of 5(i.e., p=0.5)
| Stock | Expected Return | Standard Deviation |
| A | 5% | 20% |
| B | 10% | 30% |
1.0: Calculate the standard deviation of a portfolio with 50% invested in A and 50% invested in B
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Fundamentals Of Corporate Finance
Authors: David W Blackwell, Robert Parrino, David S Kidwell
1st Edition
0471270563, 9780471270560
