Question
Stock X has a standard deviation of 21 percent per year and stock Y has a standard deviation of 6 percent per year. The correlation
Stock X has a standard deviation of 21 percent per year and stock Y has a standard deviation of 6 percent per year. The correlation between stock A and stock B is .38. You have a $13,500 portfolio of these two stocks wherein you have invested $5,670 in stock X. What is your portfolio standard deviation?
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Essentials Of Investments
Authors: Zvi Bodie, Alex Kane, Alan J. Marcus
12th Edition
1260772160, 978-1260772166
