Question
Stock A has an expected return of 12% and a standard deviation of 40%. Stock B has an expected return of 18% and a standard
Stock A has an expected return of 12% and a standard deviation of 40%. Stock B has an expected return of 18% and a standard deviation of 60%. The correlation coefficient between Stocks A and B is 0.2. What are the expected return and standard deviation of a portfoilo invested 30% in Stock A and 70% in stock B?
Please show work in excel with calculations
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THIRD PARTY RISK MANAGEMENT An Essential Guide To Best Practices Including Common Interview Questions And Their Expert Answers
Authors: Akingbade Akinfenwa
1st Edition
1649537417, 978-1649537416
