Question
Stock A has a standard deviation of return of 24% while stock B has a standard deviation of return of 18%. Stock A compromises 60%
Stock A has a standard deviation of return of 24% while stock B has a standard deviation of return of 18%. Stock A compromises 60% of the portfolio while Stock B compromises 40% of the portfolio. If the variance of return on the portfolio is .0380, the correlation coefficient between the returns on A and B is_______.
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Matlab An Introduction with Applications
Authors: Amos Gilat
5th edition
1118629868, 978-1118801802, 1118801806, 978-1118629864
