Answered step by step

Verified Expert Solution

Link Copied!

Question

1 Approved Answer

Posted on Sep 01, 2024

Stock A Stock B E ( r ) 15% 10% 20% 30% If AB = -1, what would be standard deviation on a portfolio with

Stock A

Stock B

E(r)

15%

10%

20%

30%

If _AB = -1, what would be standard deviation on a portfolio with 80% in stock A and 20% in stock B?

		A. 8%
		B.10%
		C. 12%
		D.14%
		E. 15%

Step by Step Solution

There are 3 Steps involved in it

Step: 1

Get Instant Access to Expert-Tailored 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

Recommended Textbook for

Contemporary Issues In Quantitative Finance

Authors: Ahmet Can Inci

1st Edition

1032101121, 978-1032101125

More Books

Students also viewed these Finance questions

Question

★★★★★

Locate the centroid of the quarter elliptical area. (x, y) , y (xy) -dx

Answered: 1 week ago

Question

★★★★★

How can a company finance fixed assets?

Answered: 1 week ago

Question

★★★★★

4. Do you think the effects of Title IX on sport have completely eliminated the disparity in self-confidence sometimes exhibited by men and women? Explain and defend your answer.

Answered: 1 week ago

Question

★★★★★

Engineering design is an activity that is vital to the success of any motor vehicle manufacturer. Identify the level at which engineering design would be classified in the cost hierarchy used with...

Answered: 1 week ago

Question

★★★★★

Which of the following would not be considered to be fraudulent financial reporting? Question 7 Select one: a . An accountant lost some invoices from creditors, so she creates new ones on her...

Answered: 1 week ago

Question

★★★★★

10 Dikd rtgen eklindeki bir ka t zerine krokisi izilmi olan bir nehrin izledi i yolun yapt a lar ekildeki gibidir Nehrin izledi i yolun kar l kl kenarlan pa ralel oldu una g re m BCD a ka derecedir...

Answered: 1 week ago

Question

★★★★★

Q2 The following system works to lift a specific load. It transmits the movement from the worm (A, 600rpm) to the worm gear (B, 90 teeth) and then to the small sprocket (C, 40 teeth) attached to it...

Answered: 1 week ago

Question

★★★★★

Digna Co., a subsidiary of Shell Corpo. Began operations at the beginning of 2014. The functional currency of Digna Co. is the Italian lira; the functional currency and reporting currency of Jill...

Answered: 1 week ago

Question

★★★★★

For many years professional football players have earned on average less than half of what professional baseball players earned. Using economic reasoning, how can this fact be explained?

Answered: 1 week ago

Question

★★★★★

Given the following information, determine the cost of the inventory at June 30 using the LIFO perpetual inventory method. Date Activities Units Acquired at Cost Units Sold at Retail June 1 Beginning...

Answered: 1 week ago

Question

★★★★★

Here is the income statement for Ivanhoe, Inc. Ivanhoe, Inc. Income Statement For the Year Ended December 31, 2025 Net sales $449,500 Cost of goods sold 211,500 Gross profit 238,000 Expenses...

Answered: 1 week ago

Question

★★★★★

Discuss the key people management challenges that Dorian faced.

Answered: 1 week ago

Question

★★★★★

Why are problems expected to increase in case the target employees have a low contact with the bidder firm?

Answered: 1 week ago

Question

★★★★★

How fast should bidder managers move into the target?

Answered: 1 week ago

Previous Question Next Question