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Given the information what is the expected standard deviation of a portfolio that is 50% in Duke and 50% in Microsoft? Standar d Correlation
Given the information what is the expected standard deviation of a portfolio that is 50% in Duke and 50% in Microsoft? Standar d Correlation Expected Deviatio with Duke Stock Return n Energy Correlation with Microsoft Duke Energy 14% 6% 1.0 -1.0 Microsoft 34% 34% -1.0 1.0
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Fundamentals of Investments, Valuation and Management
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
8th edition
1259720697, 1259720691, 1260109437, 9781260109436, 978-1259720697
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