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Given the standard deviations of securities A and B are 14.39% and 9.53%; if the proportion of investment in A is 60% and in B

Given the standard deviations of securities A and B are 14.39% and 9.53%; if the proportion of investment in A is 60% and in B is 40%. The covariance between A and B is 0.00054.

Calculate the risk of this investment

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Step 1 Calculate the weighted standard deviations wA A 060 01439 008634 wB B 040 00953 0038... blur-text-image

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