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stock A's annual returns have a standard deviation of 38%. Stock b's annual returns have a standard deviation of 57%. The two stocks have a
stock A's annual returns have a standard deviation of 38%. Stock b's annual returns have a standard deviation of 57%. The two stocks have a correlation of zero use calculus to find out what percentage of your money you should invest in stock a in order to minimize the standard deviation of a portfolio of a and b
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Handbook Of The Economics Of Finance Volume 2A
Authors: George M. Constantinides, Milton Harris, Rene M. Stulz
1st Edition
0444535942, 978-0444535948
