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Given the following information: Average return Standard Deviation Stock X (w-40%) Stock Y (w-60%) 8% 20% 25% 22% Assume the correlation between the two
Given the following information: Average return Standard Deviation Stock X (w-40%) Stock Y (w-60%) 8% 20% 25% 22% Assume the correlation between the two stocks is 0.5. What's the portfolio's risk?
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To calculate the portfolios risk we need to consider the weighted average of the individual stocks r...
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Investments An Introduction
Authors: Herbert B Mayo
9th Edition
324561385, 978-0324561388
