Question
Donald Trump secretly created a crypto portfolio consisting of 38% of Bitcoin and 62% of Ethereum. The standard deviation of Bitcoin is 25% and the
Donald Trump secretly created a crypto portfolio consisting of 38% of Bitcoin and 62% of Ethereum. The standard deviation of Bitcoin is 25% and the variance of Ethereum is 2.89%. If the correlation coefficient is +0.32, the portfolios standard deviation is closest to
A. 18.78%
B. 16.29%
C. 15.01%
D. 13.82%
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Real Estate Finance Theory And Practice
Authors: Terrence M. Clauretie, G. Stacy Sirmans
5th Edition
0324305508, 9780324305500
