Question
Form portfolios XY and XZ. XY puts 77% of wealth in X and 23% of wealth in Y. XZ puts 77% of wealth in X
Form portfolios XY and XZ. XY puts 77% of wealth in X and 23% of wealth in Y. XZ puts 77% of wealth in X and 23% of wealth in Z.
The volatilities (standard deviations of returns) of portfolios XY and XZ are ____ and ____ , respectively.
Compare the volatilities of individual stocks to those of the portfolios. What is the takeaway?
I have a data set for each X, Y, and Z. How do I compute this on excel?
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International Trade Finance
Authors: Indian Institute Of Banking & Finance
1st Edition
9386394723, 978-9386394729
