Question
Stock A has an expected return of 0.102 and volatility of 0.3. Stock B has expected return of 0.149 and volatility of 0.8. The correlation
Stock A has an expected return of 0.102 and volatility of 0.3. Stock B has expected return of 0.149 and volatility of 0.8. The correlation between Stocks A and B is 0.4. You form a portfolio consisting of $3,000 in Stock A and $3,000 in Stock B. What is your portfolio's volatility?
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Cases In Financial Reporting
Authors: Ellen Engel, D. Eric Hirst, Mary Lea McAnally
7th Edition
1934319791, 9781934319796
