Question
Stock A has a standard deviation of 20 percent per year and stock B has a standard deviation of 15 percent per year. The correlation
Stock A has a standard deviation of 20 percent per year and stock B has a standard deviation of 15 percent per year. The correlation between stock A and stock B is .35. You have a portfolio of these two stocks wherein stock B has a portfolio weight of 40 percent. What is your portfolio variance?
0.02156
0.02247
0.02304
0.02022
0.02239
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Fundamental Accounting Principles Volume I
Authors: Kermit Larson, Tilly Jensen, Heidi Dieckmann
16th Canadian edition
978-1260305821
