Question 12 Not yet answered Marked out of 5.00 p Flag question olios: Suppose you have 30,000 in cash to invest. You decide to short sell 20,000 worth of Coca-Cola and invest the proceeds from your short sale plus your 30,000 in Intel. Intel stock has a volatility of 50%, Coca-Cola has a volatility of 25% and the stocks are uncorrelated. What is the volatility of a portfolio that is short 20,000 of Coca-Cola and long 50,000 of Intel? Please provide a percentage (Hint: your weights (%) must always add up to 1 or 100% for both stocks) Select one: A. 84% 8.56% OC.5% Previous page Next page