Please show work and finance calculator inputs. A portfolio has 30% of its value in IBM shares
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Question:
Please show work and finance calculator inputs.
A portfolio has 30% of its value in IBM shares and the rest in Microsoft (MSFT). The volatility of IBM and MSFT are 35% and 30%, respectively, and the correlation between IBM and MSFT is 0.5. What is the standard deviation of the portfolio?
30.56%
31.95%
23.61%
27.78%
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