Question
Assume that COMPANY A has a standard deviation of 65%, COMPANY B has a standard deviation of 35% and the correlation between COMPANY A and
Assume that COMPANY A has a standard deviation of 65%, COMPANY B has a standard deviation of 35% and the correlation between COMPANY A and COMPANY B is 0.0.
What is the standard deviation of the portfolio comprised of 45% COMPANY A and 55% COMPANY B shares?
Multiple Choice
25.87%
35.02%
31.24%
27.56%
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Get StartedRecommended Textbook for
Essentials Of Statistics For The Behavioral Sciences
Authors: Frederick J Gravetter, Larry B. Wallnau
8th Edition
1133956572, 978-1133956570
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