Investment management

QUESTION 22 1. Determine the volatility for the following three stock portfolio Asset A B Allocation 30% 45% 25% 8.6% 9.5% 12.7% Expected return Expected standard deviation 25% 32% 42% Correlation A B. A 1.00 0.84 0.72 B 0.84 1.00 0.96 C 0.72 0.96 1.00 9.59% O 32.74% 30.97% 31.62%