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Hyacinth Macaw invests 60% of her funds in stock I and the balance in stock J. The standard deviation of returns on I is
Hyacinth Macaw invests 60% of her funds in stock I and the balance in stock J. The standard deviation of returns on I is 10%, and on J it is 20%. Calculate the variance and the standard deviation of the portfolio, assuming: a. The correlation between the returns is 1 b. The correlation is .0.5 c. The correlation is 0
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Public Finance
Authors: John E. Anderson
2nd edition
978-0538478441, 538478446, 978-1133708360, 1133708366, 978-1111526986
