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I have worked out in excel and cannot get to the correct answer. The expected return and standard deviation of a portfolio that is 30
I have worked out in excel and cannot get to the correct answer. 
The expected return and standard deviation of a portfolio that is 30 percent invested in 3 Doors, Inc., and 70 percent invested in Down Co. are the following: What is the standard deviation if the correlation is +1 ? 0 ? 1 ? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places. ) Step by Step Solution
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Handbook Of Financial Econometrics
Authors: Yacine Ait-Sahalia, Lars Peter Hansen
1st Edition
044450897X, 978-0444508973
