Question
ou plan to invest 23% of your portfolio in Company A with the remainder to be invested in Company B. The standard deviation of Company
ou plan to invest 23% of your portfolio in Company A with the remainder to be invested in Company B. The standard deviation of Company As stock returns is 17%. The standard deviation of Company Bs stock returns is 25%. The correlation between the stock returns of Company A and Company B is 0.45. What is the standard deviation of your portfolios returns (as a percentage to two decimal places)?
Your answer should be expressed as a percentage to 2 decimal places but do not include a percent sign. For example, if your answer is 10.237%, you should enter 10.24. If your answer is 10.233%, you should enter 10.23. Please do not enter your answer as a decimal, such as 0.1024.
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