Answered step by step

Verified Expert Solution

Link Copied!

Question

1 Approved Answer

Posted on Aug 10, 2024

Stock A has a standard deviation of 22%. Stock B has a standard deviation of 16%. The portfolio is 40% invested in A and the

Stock A has a standard deviation of 22%. Stock B has a standard deviation of 16%. The portfolio is 40% invested in A and the rest is in B. The correlation coefficient between the two stocks is -0.5. The portfolio's standard deviation is_% (keep 2 decimal places, for example, 12.67 for 0.1267)

Step by Step Solution

There are 3 Steps involved in it

Step: 1

Get Instant Access with AI-Powered Solutions

See step-by-step solutions with expert insights and AI powered tools for academic success

Step: 2

Step: 3

Ace Your Homework with AI

Get the answers you need in no time with our AI-driven, step-by-step assistance

Get Started

Students also viewed these Finance questions

Question

What personality characteristics relate to personality disorders?

Answered: 1 week ago

Question

★★★★★

The following six-column table for Hawkeye Ranges includes the unadjusted trial balance as of December 31, 2013. Required 1. Complete the six-column table by entering adjustments that reflect the...

Answered: 1 week ago

Question

★★★★★

Define the business plan

Answered: 1 week ago

Question

★★★★★

You are the network administrator for a company that has a small block of registered IP addresses ranging from 2 4 . 1 . 2 . 3 2 to 2 4 . 1 . 2 . 4 7 . You want to assign these addresses to a dynamic...

Answered: 1 week ago

Question

★★★★★

Ms. Mary Mulenga and Ms. Joyce Hachiintu are second year students from the National Institute of Public Administration pursuing a Bachelor of Arts in Public Administration. After writing their final...

Answered: 1 week ago

Question

★★★★★

Watch this wonderfully made video where flight instruction in France is conducted in English. https://www.youtube.com/watch?v=Y5NOncG7WHY How effective is this instructor in his delivery with the...

Answered: 1 week ago

Question

★★★★★

A medical supplies manufacturer that operates 250 days a year has a constant annual demand of 50,000 units of a certain medicine. The company has a daily production capacity of 500 units and the...

Answered: 1 week ago

Question

★★★★★

Question 6 0.5 Points Max Z=5X1 + 3X2 Subject to X1 + 2x2 10 X1-X2 8 X1, X2 0 In the starting Simplex tableau, X1 and X2 are non-basic variables and the value of Z is zero. The value of Z in the next...

Answered: 1 week ago

Question

★★★★★

What is a strategic business that Starbucks has or has recently faced; contextualized within the organizational setting, including an overview of relevant strategic decisions that led to its current...

Answered: 1 week ago

Previous Question Next Question