Question
Stock X has a standard deviation of 22 percent per year and stock Y has a standard deviation of 8 percent per year. The correlation
Stock X has a standard deviation of 22 percent per year and stock Y has a standard deviation of 8 percent per year. The correlation between stock A and stock B is .21. You have a portfolio of these two stocks wherein stock Y has a portfolio weight of 40 percent. What is your portfolio variance? PLEASE SHOW CALCULATIONS and EQUATIONS
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Contemporary Issues In Quantitative Finance
Authors: Ahmet Can Inci
1st Edition
1032101121, 978-1032101125
