Question
If Stock ZA has a standard deviation of returns of 14.6% and Stock YB has a standard deviation of returns equal to 20.8% and returns
If Stock ZA has a standard deviation of returns of 14.6% and Stock YB has a standard deviation of returns equal to 20.8% and returns on the stocks are perfectly positively correlated, the standard deviation of an equally weighted portfolio of the two stocks is:
A. 29.1% B. 16.9% C. 18.5% D. 17.7%
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The Complete Personal Finance Handbook
Authors: Teri B Clark
1st Edition
160138047X, 978-1601380470
