Question
QUESTION 8 A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 9%, while stock B
QUESTION 8 "A portfolio is composed of two stocks, A and B. Stock A has a standard deviation of return of 9%, while stock B has a standard deviation of return of 11%. The correlation coefficient between the returns on A and B is 1.Stock A comprises 65% of the portfolio, while stock B comprises 35% of the portfolio. The standard deviation of the return on this portfolio is _________.
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The Ascendancy Of Finance
Authors: Joseph Vogl, Simon Garnett
1st Edition
1509509305, 978-1509509300
