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Question 8 1 pts Apple's monthly expected returns and standard deviation are %1.85 and %4.32 respectively. Exxon's average monthly returns and standard deviation are 0.57%
Question 8 1 pts Apple's monthly expected returns and standard deviation are %1.85 and %4.32 respectively. Exxon's average monthly returns and standard deviation are 0.57% and 1.45% respectively. The correlation between Apple and Exxon is 0.5. What is standard deviation of a portfolio that has 30% in Apple and 70% in Exxon? Enter your answer in parentage point without % sign. Question 9 1 pts Imagine three stocks: A, B, and C. All three have the same standard deviation. The correlation between A and B is positive, the correlation between A, and C is zero, and the correlation between B, and C is negative. Which of the following portfolios has the lowest standard deviation? O 50% in A and 50% in B O 50% in A and 50% in C O 50% in B and 50% in C 100% in A
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