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Roger has a portfolio comprised of $8,000 of stock A and $12,000 of stock B. What is the standard deviation of this portfolio? Rate of
Roger has a portfolio comprised of $8,000 of stock A and $12,000 of stock B. What is the standard deviation of this portfolio?
| Rate of Return if State Occurs | |||
| State of Economy | Probability of State of Economy | Stock A | Stock B |
| Normal | 0.84 | 11% | 15% |
| Recession | 0.16 | -6% | -19% |
PLEASE SHOW CALCULATIONS AND EQUATIONS USED
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Funds Private Equity Hedge And All Core Structures
Authors: Matthew Hudson
1st Edition
1118790405, 978-1118790403
