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If a portfolio has two stocks; GE and DIS weighted as 60% (.60) and 40% (.40), respectively. If the standard deviation for GE is 15%
If a portfolio has two stocks; GE and DIS weighted as 60% (.60) and 40% (.40), respectively. If the standard deviation for GE is 15% (.15) while for DIS is 13% (.13). The covariance between those two stocks is .0150. What is the standard deviation of this portfolio?
13.42%
the weighted average of the standard deviation of returns of the individual component securities will be?
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